Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation (Q4539350): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1137/s0036142900370137 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2005558064 / rank | |||
Normal rank |
Latest revision as of 10:55, 30 July 2024
scientific article; zbMATH DE number 1764339
Language | Label | Description | Also known as |
---|---|---|---|
English | Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation |
scientific article; zbMATH DE number 1764339 |
Statements
Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation (English)
0 references
8 July 2002
0 references
American options
0 references
variational inequality
0 references
finite element method
0 references
error estimate
0 references