Variational inequalities applied to option market problem (Q945263)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variational inequalities applied to option market problem |
scientific article |
Statements
Variational inequalities applied to option market problem (English)
0 references
12 September 2008
0 references
option pricing
0 references
variational inequalities
0 references
finite elements methods
0 references
SOR method
0 references
0 references
