Using spectral element method to solve variational inequalities with applications in finance (Q508514)
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scientific article; zbMATH DE number 6681540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using spectral element method to solve variational inequalities with applications in finance |
scientific article; zbMATH DE number 6681540 |
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Using spectral element method to solve variational inequalities with applications in finance (English)
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7 February 2017
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American options
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spectral element methods
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variational inequalities
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linear complementarity problems
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0.8794471
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0.8609547
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0.8572757
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0.8570783
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0.8548605
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0.85359067
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