๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation

โœ Scribed by Allegretto, Walter; Lin, Yanping; Yang, Hongtao


Book ID
118190248
Publisher
Society for Industrial and Applied Mathematics
Year
2001
Tongue
English
Weight
278 KB
Volume
39
Category
Article
ISSN
0036-1429

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A posteriori finite element error estima
โœ Slimane Adjerid ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 481 KB

We develop a posteriori finite element discretization error estimates for the wave equation. In one dimension, we show that the significant part of the spatial finite element error is proportional to a Lobatto polynomial and an error estimate is obtained by solving a set of either local elliptic or