scientific article; zbMATH DE number 7811157

DOI10.22034/cmde.2023.54659.2277MaRDI QIDQ6119113

Mahmood Khaksar-e Oshagh, Unnamed Author, Unnamed Author

Publication date: 29 February 2024

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

interpolating wavelets obstacle problem parabolic variational inequality semi-smooth Newton method American option price adaptive mesh Refinement Black-Scholes inequality Caputo and Riemann-Liouville fractional derivative

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85)

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