Sharp error estimate for implicit finite element scheme for American put option (Q2313312): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q128038166, #quickstatements; #temporary_batch_1723667127323 |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1515/rnam-2019-0007 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1515/RNAM-2019-0007 / rank | |||
Normal rank | |||
Latest revision as of 00:13, 18 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
