Extrapolation discontinuous Galerkin method for ultraparabolic equations (Q1002210)
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scientific article; zbMATH DE number 5518730
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extrapolation discontinuous Galerkin method for ultraparabolic equations |
scientific article; zbMATH DE number 5518730 |
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Extrapolation discontinuous Galerkin method for ultraparabolic equations (English)
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25 February 2009
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ultraparabolic equations
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discontinuous Galerkin method
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extrapolation
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option pricing
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Asian options
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numerical examples
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finite element
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0.8669906258583069
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0.7367830276489258
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0.735673189163208
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0.7238859534263611
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0.7224821448326111
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