Finite Element and Discontinuous Galerkin Methods with Perfect Matched Layers for American Options (Q3176046)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Element and Discontinuous Galerkin Methods with Perfect Matched Layers for American Options |
scientific article |
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Finite Element and Discontinuous Galerkin Methods with Perfect Matched Layers for American Options (English)
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18 July 2018
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American option
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optimal exercise boundary
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perfectly matched layer
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finite element method
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discontinuous Galerkin method
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