KFU. Card publication. Error estimates for lagrange-galerkin approximation of American options valuation

KAZAN
FEDERAL UNIVERSITY

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- 中文
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ERROR ESTIMATES FOR LAGRANGE-GALERKIN APPROXIMATION OF AMERICAN OPTIONS 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, Zhang S., Error estimates for lagrange-galerkin approximation of American options valuation//SIAM Journal on Numerical Analysis. - 2020. - Vol.58, Is.1. - P.48-65.

Keywords

Error estimate, lagrange-galerkin approximation, American option

The name of the journal

SIAM Journal on Numerical Analysis

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-85079748836&doi=10.1137%2f19M1265958&partnerID=40&md5=2371e2410a151eddb81510b4725c251b

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

https://repository.kpfu.ru/eng/?p_id=227996&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, Zhang S., Error estimates for lagrange-galerkin approximation of American options valuation//SIAM Journal on Numerical Analysis. - 2020. - Vol.58, Is.1. - P.48-65.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=227996&p_lang=2	ru_RU
dc.description.abstract	SIAM Journal on Numerical Analysis	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	Error estimate	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	Articles in international journals and collections	ru_RU