A fast and highly accurate numerical method for the evaluation of American options. (Q2731404)
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scientific article; zbMATH DE number 1625979
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| English | A fast and highly accurate numerical method for the evaluation of American options. |
scientific article; zbMATH DE number 1625979 |
Statements
26 September 2001
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variational inequality
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integral boundary condition
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finite element method
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error estimate
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A fast and highly accurate numerical method for the evaluation of American options. (English)
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0.8633378148078918
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0.8483378887176514
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0.8448511362075806
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0.8407471776008606
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0.8302925825119019
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