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"Convergence of a finite element approximation to a degenerate parabolic ..."

Guanghui Wang, Song Wang (2010)

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DOI: 10.1080/10556780903049942

access: closed

type: Journal Article

metadata version: 2020-09-24

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Guanghui Wang, Song Wang:
Convergence of a finite element approximation to a degenerate parabolic variational inequality with non-smooth data arising from American option valuation. Optim. Methods Softw. 25(5): 699-723 (2010)

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