Black-Scholes Variational Inequalities

Name: Black-Scholes Variational Inequalities
Price: 58.97 USD
Availability: InStock
ISBN: 9783836493284

ISBN-10: 3836493284

ISBN-13: 9783836493284

Edition: 2008

Authors: Karin Mautner

List price: $76.00

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Description:

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. This book provides the requisite mathematical background for the numerical treatment in weighted Sobolev spaces. The main focus is on the numerical analysis including a priori and a posteriori error estimates for finite element methods, and the effective simulation based on the design of adaptive mesh refinement algorithms. Numerical experiments that illustrate the advantage of this approach conclude this book, which is intended for graduate…

Book details

List price: $76.00
Copyright year: 2008
Publisher: .AV Akademikerverlag GmbH & Co. KG
Binding: Paperback
Pages: 132
Size: 6.00" wide x 9.00" long x 0.28" tall
Weight: 0.440
Language: English