Finite volume methods for the valuation of American options
Author:
Publisher
EDP Sciences
Subject
Applied Mathematics,Modelling and Simulation,Numerical Analysis,Analysis,Computational Mathematics
Link
http://www.esaim-m2an.org/10.1051/m2an:2006011/pdf
Reference26 articles.
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4. Boiling in Porous Media: Model and Simulations
5. A. Bensoussan and J.L. Lions,Applications des inéquations variationnelles en contrôle stochastique, Dunod, Paris (1978).Application of variational inequalities in stochastic control, North Holland (1982).
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