Nonconforming least-squares spectral element method for European options (Q2007189)
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scientific article; zbMATH DE number 7259720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonconforming least-squares spectral element method for European options |
scientific article; zbMATH DE number 7259720 |
Statements
Nonconforming least-squares spectral element method for European options (English)
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12 October 2020
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Black-Scholes equation
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Hermite mollifier
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least-squares method
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domain decomposition
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parallel preconditioners
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exponential accuracy
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