Sharp error estimate for implicit finite element scheme for American put option (Q2313312): Difference between revisions
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Revision as of 00:14, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp error estimate for implicit finite element scheme for American put option |
scientific article |
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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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