A computational algorithmfor the quasivariational inequality arising in singular stochastic control with applications to option pricing
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Imperial College London
2004
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.406426 |
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ndltd-bl.uk-oai-ethos.bl.uk-4064262015-03-19T10:21:00ZA computational algorithmfor the quasivariational inequality arising in singular stochastic control with applications to option pricingNoguchi, Tetsuya2004332.6453028551Imperial College Londonhttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.406426Electronic Thesis or Dissertation |
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NDLTD |
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NDLTD |
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332.6453028551 |
| spellingShingle |
332.6453028551 Noguchi, Tetsuya A computational algorithmfor the quasivariational inequality arising in singular stochastic control with applications to option pricing |
| author |
Noguchi, Tetsuya |
| author_facet |
Noguchi, Tetsuya |
| author_sort |
Noguchi, Tetsuya |
| title |
A computational algorithmfor the quasivariational inequality arising in singular stochastic control with applications to option pricing |
| title_short |
A computational algorithmfor the quasivariational inequality arising in singular stochastic control with applications to option pricing |
| title_full |
A computational algorithmfor the quasivariational inequality arising in singular stochastic control with applications to option pricing |
| title_fullStr |
A computational algorithmfor the quasivariational inequality arising in singular stochastic control with applications to option pricing |
| title_full_unstemmed |
A computational algorithmfor the quasivariational inequality arising in singular stochastic control with applications to option pricing |
| title_sort |
computational algorithmfor the quasivariational inequality arising in singular stochastic control with applications to option pricing |
| publisher |
Imperial College London |
| publishDate |
2004 |
| url |
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.406426 |
| work_keys_str_mv |
AT noguchitetsuya acomputationalalgorithmforthequasivariationalinequalityarisinginsingularstochasticcontrolwithapplicationstooptionpricing AT noguchitetsuya computationalalgorithmforthequasivariationalinequalityarisinginsingularstochasticcontrolwithapplicationstooptionpricing |
| _version_ |
1716773938730631168 |