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- W3146454758 abstract "我们介绍为美国选择的估价的有限元素方法由 Black-Scholes 方程管理了的弱 Galerkin。以便实现，我们需要解决最佳的锻练边界然后介绍一条人工的边界使计算领域围住。为最佳的锻练边界，它满足一个非线性的 Volterra 不可分的方程，它被一个高顺序的搭配方法基于分级的网孔解决。与计算最佳的锻练边界，修理前面的技术被采用在一半转变免费边界问题到一个一个维的寓言的问题无限的区域。为另外的空间领域边界，完美地匹配的层被用来截断无界的领域并且执行计算。最后，结果起始边界的价值问题被弱 Galerkin 有限元素方法解决，并且数字例子被提供说明方法的效率。" @default.
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- W3146454758 date "2014-01-01" @default.
- W3146454758 modified "2023-09-24" @default.
- W3146454758 title "Weak Galerkin finite element method for valuation of American options" @default.
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