Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options

DOI10.1007/s40314-016-0351-7zbMath1393.74215OpenAlexW2467730537MaRDI QIDQ1655400

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Publication date: 9 August 2018

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-016-0351-7

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