Nonconforming least-squares spectral element method for European options (Q2007189): Difference between revisions

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Latest revision as of 20:14, 23 July 2024

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Nonconforming least-squares spectral element method for European options
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    Nonconforming least-squares spectral element method for European options (English)
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    12 October 2020
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    Black-Scholes equation
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    Hermite mollifier
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    least-squares method
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    domain decomposition
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    parallel preconditioners
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    exponential accuracy
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