A fast and highly accurate numerical method for the evaluation of American options. (Q2731404)
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scientific article; zbMATH DE number 1625979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast and highly accurate numerical method for the evaluation of American options. |
scientific article; zbMATH DE number 1625979 |
Statements
26 September 2001
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variational inequality
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integral boundary condition
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finite element method
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error estimate
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A fast and highly accurate numerical method for the evaluation of American options. (English)
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