Adaptive Methods for Variational Inequalities

Name: Adaptive Methods for Variational Inequalities
Price: 78.45 USD
Availability: InStock
ISBN: 9783838384573

ISBN-10: 3838384571

ISBN-13: 9783838384573

Edition: N/A

Authors: Chen-Song Zhang

List price: $102.00

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Description:

Variational inequalities (VIs) arise from a wide range of application areas, like mechanics, control theory, engineering, and finance. One of the emerging applications of variational inequalities in finance is valuation of American-style options. An option is a derivative contract where the future payoffs to the buyer and seller of the contract are determined by the price of another security, such as a common stock or a basket of stocks. American option pricing can be formulated as an obstacle problem, a particular example of VIs. To solve time dependent variational inequalities numerically, we employ the explicit or implicit Euler method for time-discretization and the finite element…

Book details

List price: $102.00
Publisher: Lap Lambert Academic Publishing GmbH & Company KG
Binding: Paperback
Pages: 204
Size: 6.00" wide x 9.00" long x 0.47" tall
Weight: 0.682
Language: English