Nonconforming least-squares spectral element method for European options (Q2007189)
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scientific article; zbMATH DE number 7259720
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| English | Nonconforming least-squares spectral element method for European options |
scientific article; zbMATH DE number 7259720 |
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Nonconforming least-squares spectral element method for European options (English)
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12 October 2020
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Black-Scholes equation
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Hermite mollifier
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least-squares method
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domain decomposition
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parallel preconditioners
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exponential accuracy
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0.8490761518478394
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0.8324805498123169
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0.830484926700592
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0.8249655961990356
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