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On the Approximation of Infinite Dimensional Optimal Stopping Problems with Application to Mathematical Finance

✍ Scribed by Michael D. Marcozzi


Publisher
Springer US
Year
2007
Tongue
English
Weight
475 KB
Volume
34
Category
Article
ISSN
0885-7474

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Application of the finite element method
✍ Ralph Jaquet πŸ“‚ Article πŸ“… 1990 πŸ› Elsevier Science 🌐 English βš– 963 KB

The finite element method (FEM) is used for solving the Schrodinger equation in one dimension. Simple model potentials are selected to compare analytical and numerical results. Within FEM, polynomials up to eighth order are used. A much higher accuracy of the eigenvalues could be achieved, if the si