Error estimates for finite difference approximations of American put option price
David SiskaPublished in: CoRR (2011)
Keyphrases
- finite difference
- error estimates
- error estimation
- cross validation
- finite element
- partial differential equations
- numerical solution
- hamilton jacobi
- numerical analysis
- level set
- error analysis
- numerical methods
- diffusion equation
- provably correct
- model selection
- image enhancement
- image sequences
- numerical scheme
- difference equations
- denoising