An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options.
Mohan K. KadalbajooLok Pati TripathiAlpesh KumarPublished in: SIAM J. Numer. Anal. (2017)
Keyphrases
- error analysis
- finite element method
- finite element
- option pricing
- numerical simulations
- black scholes model
- numerical solution
- least squares
- double exponential
- boundary conditions
- error correction
- numerical methods
- diffuse optical tomography
- boundary element method
- temperature field
- sufficient conditions
- cross ratio
- finite element model
- genetic algorithm
- video sequences
- image processing