A numerical analysis of variational valuation techniques for derivative securities (Q702595)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A numerical analysis of variational valuation techniques for derivative securities |
scientific article |
Statements
A numerical analysis of variational valuation techniques for derivative securities (English)
0 references
17 January 2005
0 references
Mathematical finance
0 references
Variational inequalities
0 references
Finite element discretization
0 references
Option pricing
0 references
0 references