Finite element and discontinuous Galerkin methods with perfect matched layers for American options

Keyphrases

• Discontinuous Galerkin Method 100%
• Greek 100%
• Perfectly Matched Layer 100%
• American Options 100%
• Finite Element Galerkin Method 100%
• Finite Element Method 50%
• Graded Mesh 50%
• Collocation Method 50%
• High-order 50%
• Initial-boundary Value Problem 50%
• Unbounded Domain 50%
• Numerical Simulation 50%
• Free Boundary 50%
• Nonlinear Volterra Integral Equation 50%
• Convergence Results 50%
• Parabolic Equation 50%
• Option Price 50%
• Underlying Asset 50%
• Fixed Boundary 50%
• American Option Pricing 50%
• Black-Scholes Equation 50%
• Option Pricing Problem 50%
• Exercise Policy 50%
• Free Boundary Value Problem 50%
• Optimal Exercise Boundary 50%
• Time-space Domain 50%
• Optimal Exercise 50%
• Asset Prices 50%
• Front-fixing Transformation 50%

Mathematics

• Finite Element Method 100%
• American Option 100%
• Initial-Boundary Value Problem 50%
• Unbounded Domain 50%
• Boundary Value Problems 50%
• Volterra Integral Equation 50%
• Convergence Result 50%
• Parabolic Equation 50%
• Initial Condition 50%
• Option Price 50%
• Time Domain 50%
• Asset Price 50%
• Black-Scholes Equation 50%
• Option Pricing 50%
• Boundary Condition at Infinity 50%
• Underlying Asset 50%