Finance and variational inequalities*
From MaRDI portal
Publication:4646488
DOI10.1088/1469-7688/1/3/202zbMath1405.91697MaRDI QIDQ4646488
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/1/3/202
91G60: Numerical methods (including Monte Carlo methods)
65K15: Numerical methods for variational inequalities and related problems
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