Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options (Q1655400)
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scientific article; zbMATH DE number 6915471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options |
scientific article; zbMATH DE number 6915471 |
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Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options (English)
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9 August 2018
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American options
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positive definite kernels
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variational inequalities
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linear complementarity problems
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