Pages that link to "Item:Q3423712"
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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 5 items.
- Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility (Q1030223) (← links)
- 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)
- (Q5439683) (← links)
- (Q5862244) (← links)