Nonconforming least-squares spectral element method for European options (Q2007189): Difference between revisions
From MaRDI portal
Latest revision as of 20:14, 23 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonconforming least-squares spectral element method for European options |
scientific article |
Statements
Nonconforming least-squares spectral element method for European options (English)
0 references
12 October 2020
0 references
Black-Scholes equation
0 references
Hermite mollifier
0 references
least-squares method
0 references
domain decomposition
0 references
parallel preconditioners
0 references
exponential accuracy
0 references
0 references
0 references
0 references