Pages that link to "Item:Q862119"
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The following pages link to A posteriori error analysis for FEM of American options (Q862119):
Displaying 5 items.
- Superconvergence estimates of finite element methods for American options (Q993293) (← links)
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- Sharp error estimate for implicit finite element scheme for American put option (Q2313312) (← links)
- A note on perturbation analysis estimators for American-style options (Q2709782) (← links)