A partition of unity finite element method for valuation American option under Black-Scholes model (Q6491251)
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scientific article; zbMATH DE number 7836889
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A partition of unity finite element method for valuation American option under Black-Scholes model |
scientific article; zbMATH DE number 7836889 |
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A partition of unity finite element method for valuation American option under Black-Scholes model (English)
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24 April 2024
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American option
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Black-Scholes
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finite element method
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enriched finite element method
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