"An Error Analysis of a Finite Element Method with IMEX-Time ..."

Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar (2017)

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DOI: 10.1137/16M1074746

access: closed

type: Journal Article

metadata version: 2020-10-26

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Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar:
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. SIAM J. Numer. Anal. 55(2): 869-891 (2017)

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