𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Superconvergence of the finite element solutions of the Black–Scholes equation

✍ Scribed by Golbabai, A.; Ballestra, L.V.; Ahmadian, D.


Book ID
121398243
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
219 KB
Volume
10
Category
Article
ISSN
1544-6123

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


On analytical solutions of the Black–Sch
✍ Martin Bohner; Yao Zheng 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 372 KB

This work presents a theoretical analysis for the Black-Scholes equation. Given a terminal condition, the analytical solution of the Black-Scholes equation is obtained by using the Adomian approximate decomposition technique. The mathematical technique employed in this work also has significance in

On the numerical solution of nonlinear B
✍ Julia Ankudinova; Matthias Ehrhardt 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 956 KB

Nonlinear Black-Scholes equations have been increasingly attracting interest over the last two decades, since they provide more accurate values by taking into account more realistic assumptions, such as transaction costs, risks from an unprotected portfolio, large investor's preferences or illiquid

Superconvergence of nonconforming finite
✍ Xiu Ye 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 108 KB

This article derives a general superconvergence result for nonconforming finite element approximations of the Stokes problem by using a least-squares surface fitting method proposed and analyzed recently by Wang for the standard Galerkin method. The superconvergence result is based on some regularit