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.
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%0 Journal Article
%1 journals/siamnum/KadalbajooTK17
%A Kadalbajoo, Mohan K.
%A Tripathi, Lok Pati
%A Kumar, Alpesh
%D 2017
%J SIAM J. Numer. Anal.
%K dblp
%N 2
%P 869-891
%T 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.
%U http://dblp.uni-trier.de/db/journals/siamnum/siamnum55.html#KadalbajooTK17
%V 55
@article{journals/siamnum/KadalbajooTK17,
added-at = {2020-10-26T00:00:00.000+0100},
author = {Kadalbajoo, Mohan K. and Tripathi, Lok Pati and Kumar, Alpesh},
biburl = {https://www.bibsonomy.org/bibtex/2ce48d0a533f0e246faf76bd5d79afe29/dblp},
ee = {https://doi.org/10.1137/16M1074746},
interhash = {da1dd7b3801b29b95254e2ecbdd3e0d3},
intrahash = {ce48d0a533f0e246faf76bd5d79afe29},
journal = {SIAM J. Numer. Anal.},
keywords = {dblp},
number = 2,
pages = {869-891},
timestamp = {2020-10-27T11:48:10.000+0100},
title = {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.},
url = {http://dblp.uni-trier.de/db/journals/siamnum/siamnum55.html#KadalbajooTK17},
volume = 55,
year = 2017
}
