Weak Galerkin finite element method for valuation of American options (Q2259116)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Galerkin finite element method for valuation of American options |
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Weak Galerkin finite element method for valuation of American options (English)
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27 February 2015
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American option
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optimal exercise boundary
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weak Galerkin finite element method
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