Error Estimates for Lagrange--Galerkin Approximation of American Options Valuation

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Publication:5210536

DOI10.1137/19M1265958zbMath1429.91344OpenAlexW3000255816WikidataQ126399168 ScholiaQ126399168MaRDI QIDQ5210536

A. V. Lapin, Shuhua Zhang, R. Z. Dautov

Publication date: 21 January 2020

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1265958




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