Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation (Q4539350)
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scientific article; zbMATH DE number 1764339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation |
scientific article; zbMATH DE number 1764339 |
Statements
Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation (English)
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8 July 2002
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American options
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variational inequality
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finite element method
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error estimate
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