NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES |
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NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (English)
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6 August 2004
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Two-factor Black-Scholes models
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variational inequalities
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Lagrange-Galerkin methods
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duality algorithms
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finite elements
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0.89061147
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0.8786484
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0.87264216
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0.8678322
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0.86469173
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