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OPUS 4 | Numerical treatment of the Black-Scholes variational...

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Metadaten. Author: Karin Mautner. Place of publication: Berlin. Document Type: Book. Language: English. Year of Completion: Date of the Publication ...

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... Jurjen Duintjer-Tebbens (1); Jussi Behrndt (1); Jürgen Sprekelsp (1); Kai Helge Becker (1); Karin Mautner (1); Karoline Disser (1); Karow Michael (1); Kasso A.

OPUS 4 | Fast and reliable pricing of American options with local...

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We present globally convergent multigrid methods for the nonsymmetric obstacle problems as arising from the discretization of Black–Scholes models of...

OPUS 4 | 65M55 Multigrid methods; domain decomposition

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Ralf Kornhuber (3); Oliver Sander (2); Carsten Gräser (1); Corinna Klapproth (1); Jonathan Youett (1); Karin Mautner (1); Peter Deuflhard (1); Ralf Forster (1); Uli Sack (1) ...

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OPUS 4 | Numerical treatment of the Black-Scholes variational...

OPUS 4 | Suchen

OPUS 4 | Fast and reliable pricing of American options with local...

OPUS 4 | 65M55 Multigrid methods; domain decomposition

Alle Infos zum Namen "Karin Mautner"