Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (Q2470180)
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scientific article; zbMATH DE number 5234847
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| English | Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing |
scientific article; zbMATH DE number 5234847 |
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Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (English)
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13 February 2008
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high order finite elements
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option contracts pricing models
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Black-Scholes equation
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call options
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put options
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0.8010916709899902
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0.7853930592536926
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0.7847487330436707
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0.7807091474533081
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