Variational inequalities applied to option market problem (Q945263)
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scientific article; zbMATH DE number 5342831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variational inequalities applied to option market problem |
scientific article; zbMATH DE number 5342831 |
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Variational inequalities applied to option market problem (English)
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12 September 2008
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option pricing
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variational inequalities
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finite elements methods
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SOR method
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