Pages that link to "Item:Q3423712"

The following pages link to On Stability and Convergence of a Finite Difference Approximation to a Parabolic Variational Inequality Arising From American Option Valuation (Q3423712):

Displaying 3 items.

• Convergence of a finite element approximation to a degenerate parabolic variational inequality with non-smooth data arising from American option valuation (Q3161137) (← links)
• Numerical solution for a parabolic obstacle problem with nonsmooth initial data (Q5175807) (← links)
• (Q5862244) (← links)