Error Estimates for Lagrange--Galerkin Approximation of American Options Valuation (Q5210536)
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scientific article; zbMATH DE number 7154056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error Estimates for Lagrange--Galerkin Approximation of American Options Valuation |
scientific article; zbMATH DE number 7154056 |
Statements
Error Estimates for Lagrange--Galerkin Approximation of American Options Valuation (English)
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21 January 2020
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American option
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degenerate in space variable operator
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variational inequality
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characteristic method
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finite element method
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