Using spectral element method to solve variational inequalities with applications in finance (Q508514)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Using spectral element method to solve variational inequalities with applications in finance |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using spectral element method to solve variational inequalities with applications in finance |
scientific article |
Statements
Using spectral element method to solve variational inequalities with applications in finance (English)
0 references
7 February 2017
0 references
American options
0 references
spectral element methods
0 references
variational inequalities
0 references
linear complementarity problems
0 references
