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portada black-scholes variational inequalities
Type
Physical Book
Publisher
Author
Pages
132
ISBN
3836493284
ISBN13
9783836493284
Categories

black-scholes variational inequalities

Karin Mautner (Author) · vdm verlag dr. mueller e.k. · Physical Book

black-scholes variational inequalities - karin mautner

Physical Book

$ 53.66

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Synopsis "black-scholes variational inequalities"

the effective numerical treatment of black-scholes equations is among the key issues in mathematical finance. the most important strategy for pricing american options relies on deterministic evolutionary variational inequalities on unbounded domains.

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