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scientific article; zbMATH DE number 1894311

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Publication:4801510
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zbMATH Open1038.91037MaRDI QIDQ4801510

Walter Allegretto, Hongtao Yang, Yanping Lin

Publication date: 23 June 2003



Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


zbMATH Keywords

finite element methodvariational inequalityerror estimateamerican option


Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)



Related Items (5)

Unnamed Item ⋮ Real options pricing by the finite element method ⋮ Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty ⋮ Unnamed Item ⋮ Unnamed Item






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