Weak Galerkin finite element method for valuation of American options (Q2259116)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Galerkin finite element method for valuation of American options |
scientific article |
Statements
Weak Galerkin finite element method for valuation of American options (English)
0 references
27 February 2015
0 references
American option
0 references
optimal exercise boundary
0 references
weak Galerkin finite element method
0 references
