Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error estimates for backward Euler finite element approximations of American call option valuation |
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Error estimates for backward Euler finite element approximations of American call option valuation (English)
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28 October 2020
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American call option
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Black-Scholes operator
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variational inequality
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finite element method
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error estimates
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