Sharp error estimate for implicit finite element scheme for American put option (Q2313312)
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scientific article; zbMATH DE number 7082610
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sharp error estimate for implicit finite element scheme for American put option |
scientific article; zbMATH DE number 7082610 |
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Sharp error estimate for implicit finite element scheme for American put option (English)
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19 July 2019
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American option
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Black-Scholes operator
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degenerate parabolic equation
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complementarity problem
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variational inequality
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finite element method
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0.92195565
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0.9136601
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0.9018493
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0.8983249
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0.8976127
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0.89281416
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0.89108163
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