KFU. Card publication. Error Estimates for Backward Euler Finite Element Approximations of American Call Option Valuation

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ERROR ESTIMATES FOR BACKWARD EULER FINITE ELEMENT APPROXIMATIONS OF AMERICAN CALL OPTION VALUATION

Form of presentation

Articles in international journals and collections

Year of publication

2020

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Authors, employees of KFU

Dautov Rafail Zamilovich, author

Bibliographic description in the original language

Dautov R.Z, Lapin A.V., Error Estimates for Backward Euler Finite Element Approximations of American Call Option Valuation//Lobachevskii Journal of Mathematics. - 2020. - Vol.41, Is.4. - P.475-490.

Keywords

Error Estimate, Backward Euler Finite Element Approximation, American Call Option

The name of the journal

Lobachevskii Journal of Mathematics

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-85079750639&doi=10.1134%2fS199508022004006X&partnerID=40&md5=17b78afe9b3c17b4d0e4e75683866bcd

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

https://repository.kpfu.ru/eng/?p_id=237147&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Dautov Rafail Zamilovich	ru_RU
dc.date.accessioned	2020-01-01T00:00:00Z	ru_RU
dc.date.available	2020-01-01T00:00:00Z	ru_RU
dc.date.issued	2020	ru_RU
dc.identifier.citation	Dautov R.Z, Lapin A.V., Error Estimates for Backward Euler Finite Element Approximations of American Call Option Valuation//Lobachevskii Journal of Mathematics. - 2020. - Vol.41, Is.4. - P.475-490.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=237147&p_lang=2	ru_RU
dc.description.abstract	Lobachevskii Journal of Mathematics	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	Error Estimate	ru_RU
dc.subject	Backward Euler Finite Element Approximation	ru_RU
dc.subject	American Call Option	ru_RU
dc.title	Error Estimates for Backward Euler Finite Element Approximations of American Call Option Valuation	ru_RU
dc.type	Articles in international journals and collections	ru_RU