Sharp error estimate for implicit finite element scheme for American put option (Q2313312): Difference between revisions

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-.1515/rnam-2019-0007
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+An Inverse Problem for a Parabolic Variational Inequality Arising in Volatility Calibration with American Options
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+Numerical Procedure for Calibration of Volatility with American Options
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+Computational Methods for Option Pricing
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+Q2731404
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+Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation
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+The Pricing of Options and Corporate Liabilities
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+Implicit Euler scheme for an abstract evolution inequality
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+Accuracy of discrete schemes for a class of abstract evolution inequalities
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+Exact penalty operators and regularization of parabolic variational inequalities with an obstacle inside a domain
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+Q3994914
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+Some mathematical results in the pricing of American options
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+High-accuracy schemes of the finite element method for systems of degenerate elliptic equations on an interval
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+A numerical analysis of variational valuation techniques for derivative securities
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+Q4715320
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+Q2712357
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+Q3148123
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+Q128038166
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@@ Property / DOI @@
+.1515/RNAM-2019-0007
@@ Property / DOI: 10.1515/RNAM-2019-0007 / rank @@
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