Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation.
Walter AllegrettoYanping LinHongtao YangPublished in: SIAM J. Numer. Anal. (2001)
Keyphrases
- finite element
- error estimates
- real option
- error estimation
- cross validation
- finite element analysis
- error analysis
- finite element method
- provably correct
- finite element model
- mesh generation
- image denoising
- soft tissue
- finite difference
- boundary element
- numerical solution
- image restoration
- model selection
- denoising
- gpu accelerated
- shear stress
- data sets
- machine learning
- biomechanical model