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

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Latest revision as of 23:13, 17 December 2024

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Sharp error estimate for implicit finite element scheme for American put option
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    Sharp error estimate for implicit finite element scheme for American put option (English)
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    19 July 2019
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    American option
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    Black-Scholes operator
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    degenerate parabolic equation
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    complementarity problem
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    variational inequality
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    finite element method
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