The variational inequality formulation provides a mechanism for determining both the option value and the early exercise curve implicitly (Jaillet, Lamberton and Lapeyre, 1990). Standard ...
For over three centuries, Isaac Newton’s method has been a cornerstone of applied mathematics, its influence felt across diverse fields. From finance and logistics to physics and the cutting edge of ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback