"Error Estimates for Lagrange-Galerkin Approximation of American Options ..."

Rafail Z. Dautov, Alexander Lapin, Shuhua Zhang (2020)

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DOI: 10.1137/19M1265958

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type: Journal Article

metadata version: 2025-01-19

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Rafail Z. Dautov, Alexander Lapin, Shuhua Zhang:
Error Estimates for Lagrange-Galerkin Approximation of American Options Valuation. SIAM J. Numer. Anal. 58(1): 48-65 (2020)

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