An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524): Difference between revisions
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scientific article; zbMATH DE number 6722941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options |
scientific article; zbMATH DE number 6722941 |
Statements
An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (English)
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24 May 2017
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American option
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parabolic partial integro-differential inequality
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finite element method
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IMEX-time semidiscretizations
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error estimates
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