Black-Scholes Variational Inequalities

By Karin Mautner

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3836493284
• ISBN13: 9783836493284
• Release Date: July 2008
• Publisher: VDM Verlag Dr. Mueller E.K.
• Length: 132 Pages
• Weight: 0.41 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"