Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange–Galerkin methods

2006 ◽  
Vol 56 (10-11) ◽  
pp. 1256-1270 ◽  
Author(s):  
Alfredo Bermúdez ◽  
Maria R. Nogueiras ◽  
Carlos Vázquez
Keyword(s):  
Variational Inequalities ◽  
Numerical Solution ◽  
Higher Order ◽  
Galerkin Methods ◽  
Asian Options

Higher order accurate numerical solution of Nagumo equation

2021 ◽  
Author(s):  
Sobin Thomas ◽  
Gopika P. B. ◽  
Suresh Kumar Nadupuri
Keyword(s):  
Numerical Solution ◽  
Higher Order ◽  
Nagumo Equation ◽  
Accurate Numerical Solution

scholarly journals Higher order strongly general convex functions and variational inequalities

2020 ◽  
Vol 5 (4) ◽  
pp. 3646-3663 ◽  
Author(s):  
Muhammad Aslam Noor ◽  
◽  
Khalida Inayat Noor
Keyword(s):  
Variational Inequalities ◽  
Convex Functions ◽  
Higher Order ◽  
General Convex
Sign in / Sign up

Export Citation Format

Share Document