Error Estimates for Lagrange--Galerkin Approximation of American Options Valuation (Q5210536)
From MaRDI portal
scientific article; zbMATH DE number 7154056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error Estimates for Lagrange--Galerkin Approximation of American Options Valuation |
scientific article; zbMATH DE number 7154056 |
Statements
Error Estimates for Lagrange--Galerkin Approximation of American Options Valuation (English)
0 references
21 January 2020
0 references
American option
0 references
degenerate in space variable operator
0 references
variational inequality
0 references
characteristic method
0 references
finite element method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
