scientific article

zbMATH Open1212.91107MaRDI QIDQ3572344

Shuhua Zhang, Qun Lin

Publication date: 8 July 2010

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zbMATH Keywords

finite element methodvariational inequalitya posteriori error estimatesAmerican lookback options

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Derivative securities (option pricing, hedging, etc.) (91G20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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