Error Estimates for Lagrange--Galerkin Approximation of...

SIAM Journal on Numerical Analysis 2020 / 01 Vol. 58; Iss. 1

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

Dautov, R. Z., Lapin, A. V., Zhang, S.
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Volume:
58
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.1137/19M1265958
Date:
January, 2020
File:
PDF, 389 KB
english, 2020
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