KFU. Card publication. Sharp error estimate for implicit finite element scheme for American put option

KAZAN
FEDERAL UNIVERSITY

- RUS
- 中文
- ES

SHARP ERROR ESTIMATE FOR IMPLICIT FINITE ELEMENT SCHEME FOR AMERICAN PUT OPTION

Form of presentation

Articles in international journals and collections

Year of publication

2019

��

��

Authors, employees of KFU

Dautov Rafail Zamilovich, author

Bibliographic description in the original language

Dautov Rafail Z., Lapin Alexander V., Sharp error estimate for implicit finite element scheme for American put option//RUSSIAN JOURNAL OF NUMERICAL ANALYSIS AND MATHEMATICAL MODELLING. - 2019. - Vol.34, Is.2. - P.85-94.

Keywords

Sharp error estimate, implicit finite element scheme

The name of the journal

Russian Journal of numerical analysis and mathematical modelling

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=200602&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Dautov Rafail Zamilovich	ru_RU
dc.date.accessioned	2019-01-01T00:00:00Z	ru_RU
dc.date.available	2019-01-01T00:00:00Z	ru_RU
dc.date.issued	2019	ru_RU
dc.identifier.citation	Dautov Rafail Z., Lapin Alexander V., Sharp error estimate for implicit finite element scheme for American put option//RUSSIAN JOURNAL OF NUMERICAL ANALYSIS AND MATHEMATICAL MODELLING. - 2019. - Vol.34, Is.2. - P.85-94.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=200602&p_lang=2	ru_RU
dc.description.abstract	Russian Journal of numerical analysis and mathematical modelling	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	Sharp error estimate	ru_RU
dc.subject	implicit finite element scheme	ru_RU
dc.title	Sharp error estimate for implicit finite element scheme for American put option	ru_RU
dc.type	Articles in international journals and collections	ru_RU