Sharp error estimate for implicit finite element scheme for American put option (Q2313312): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
(One intermediate revision by one other user not shown) | |||
Property / DOI | |||
Property / DOI: 10.1515/rnam-2019-0007 / rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q128038166 / rank | |||
Normal rank | |||
Property / DOI | |||
Property / DOI: 10.1515/RNAM-2019-0007 / rank | |||
Normal rank |
Latest revision as of 23:13, 17 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sharp error estimate for implicit finite element scheme for American put option |
scientific article |
Statements
Sharp error estimate for implicit finite element scheme for American put option (English)
0 references
19 July 2019
0 references
American option
0 references
Black-Scholes operator
0 references
degenerate parabolic equation
0 references
complementarity problem
0 references
variational inequality
0 references
finite element method
0 references
0 references
0 references
0 references