LIBROS DEL AUTOR: karin mautner

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  • Black-Scholes Variational Inequalities
    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 evolutionary variational inequalities on unbounded domains. This book provides the requisite mathematical background for the numerical treatment in weighted Sobolev spaces. The main focus i...
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