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Superconvergence estimates of finite element methods for American options - MaRDI portal

Superconvergence estimates of finite element methods for American options (Q993293)

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scientific article; zbMATH DE number 5782607
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Superconvergence estimates of finite element methods for American options
scientific article; zbMATH DE number 5782607

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    Superconvergence estimates of finite element methods for American options (English)
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    10 September 2010
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    American options
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    variational inequality
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    finite element methods
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    optimal and superconvergent estimates
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    interpolation postprocessing
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    a posteriori error estimators
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