Parabolic variational inequalities: the Lagrange multiplier approach (Q2490006)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parabolic variational inequalities: the Lagrange multiplier approach |
scientific article |
Statements
Parabolic variational inequalities: the Lagrange multiplier approach (English)
0 references
28 April 2006
0 references
parabolic variational inequalities
0 references
Lagrange multipliers
0 references
feasible and unfeasible regularization
0 references
Black-Scholes model
0 references
