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£48.97

VDM Verlag Black-Scholes Variational Inequalities

Name: Black-Scholes Variational Inequalities
Brand: VDM Verlag
Price: 48.97 GBP
Availability: InStock

Mathematics

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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 students and researchers in the area of mathematical finance and numerical analysis.

Product Specifications

Brand: VDM Verlag
Format: paperback
ASIN: 3836493284
Category: Books > Subjects > Science, Nature & Maths > Mathematics
Domain: Amazon UK
Release Date: 08 July 2008
Listed Since: 16 July 2008

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VDM Verlag Black-Scholes Variational Inequalities

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