Pages that link to "Item:Q2313312"
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The following pages link to Sharp error estimate for implicit finite element scheme for American put option (Q2313312):
Displaying 4 items.
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
- Convergence of a finite element approximation to a degenerate parabolic variational inequality with non-smooth data arising from American option valuation (Q3161137) (← links)
- Error Estimates for Lagrange--Galerkin Approximation of American Options Valuation (Q5210536) (← links)