ADAPTIVE FINITE ELEMENT METHODS FOR LOCAL VOLATILITY EUROPEAN OPTION PRICING (Q4653566)
From MaRDI portal
scientific article; zbMATH DE number 2141392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ADAPTIVE FINITE ELEMENT METHODS FOR LOCAL VOLATILITY EUROPEAN OPTION PRICING |
scientific article; zbMATH DE number 2141392 |
Statements
ADAPTIVE FINITE ELEMENT METHODS FOR LOCAL VOLATILITY EUROPEAN OPTION PRICING (English)
0 references
7 March 2005
0 references
Computational finance
0 references
adaptive finite element
0 references
discontinuous Galerkin method
0 references
0 references
