A posteriori error analysis for FEM of American options
type: Item
instance of: scholarly article
title: A posteriori error analysis for FEM of American options
zbMATH Open document ID: 1260.91255
author: Walter Allegretto
author: Yanping Lin
author: Ningning Yan
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2007-02-05T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65M15
Mathematics Subject Classification ID: 65M60
zbMATH DE Number: 5121903
zbMATH Keywords: American option
zbMATH Keywords: adaptive finite element methods
zbMATH Keywords: a posteriori error analysis
MaRDI profile type: Publication
full work available at URL: dcdsb.2006.6.957
OpenAlex ID: W2324668206
DOI: 10.3934/DCDSB.2006.6.957
description: scientific article; zbMATH DE number 5121903