KFU. Card publication. Error estimates for Lagrange--Galerkin approximation of American options valuation

KAZAN
FEDERAL UNIVERSITY

- RUS
- 中文
- ES

ERROR ESTIMATES FOR LAGRANGE--GALERKIN APPROXIMATION OF AMERICAN OPTIONS VALUATION

Form of presentation

Conference proceedings in Russian journals and collections

Year of publication

2019

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Authors, employees of KFU

Dautov Rafail Zamilovich, author

Lapin Aleksandr Vasilevich, author

Bibliographic description in the original language

Dautov R.Z. Error estimates for Lagrange--Galerkin approximation of American options valuation/ Dautov R.Z., Lapin A.V. // International Conference «Advanced Mathematics, Computations and Applications 2019« (AMCA-2019), 01.07.2019-05.07.2019, Novosibirsk, Russia, p. 6

Annotation

Advanced Mathematics, Computations and Applications 2019 (AMCA-2019)

Keywords

Error estimates, Lagrange--Galerkin approximation, American option

The name of the journal

Advanced Mathematics, Computations and Applications 2019 (AMCA-2019)

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

https://repository.kpfu.ru/eng/?p_id=205085&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Dautov Rafail Zamilovich	ru_RU
dc.contributor.author	Lapin Aleksandr Vasilevich	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	�� .�. Error estimates for Lagrange--Galerkin approximation of American options valuation/ �� .�., �� .�. // International Conference «Advanced Mathematics, Computations and Applications 2019« (AMCA-2019), 01.07.2019-05.07.2019, Novosibirsk, Russia, p. 6	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=205085&p_lang=2	ru_RU
dc.description.abstract	Advanced Mathematics, Computations and Applications 2019 (AMCA-2019)	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	Error estimates	ru_RU
dc.subject	Lagrange--Galerkin approximation	ru_RU
dc.subject	American option	ru_RU
dc.title	Error estimates for Lagrange--Galerkin approximation of American options valuation	ru_RU
dc.type	Conference proceedings in Russian journals and collections	ru_RU