Finite Difference Approximation for Pricing the American Lookback Option (Q5900998)
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scientific article; zbMATH DE number 5732337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Difference Approximation for Pricing the American Lookback Option |
scientific article; zbMATH DE number 5732337 |
Statements
Finite Difference Approximation for Pricing the American Lookback Option (English)
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8 July 2010
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Darcy-Stokes problem
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finite element
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uniform stability
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singularly perturbation
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Poisson's equation
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error estimates
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numerical experiments
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