"Finite Element Error Estimates for a Nonlocal Problem in American Option ..."

Walter Allegretto, Yanping Lin, Hongtao Yang (2001)

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DOI: 10.1137/S0036142900370137

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type: Journal Article

metadata version: 2020-05-11

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Walter Allegretto, Yanping Lin, Hongtao Yang:
Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation. SIAM J. Numer. Anal. 39(3): 834-857 (2001)

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