A Posteriori Error Estimates in H1 (W) Spaces for Parabolic Quasi-Variational Inequalities with Linear Source Terms Related to American Options Problem

2016 ◽  
Vol 10 (3) ◽  
pp. 1097-1110 ◽  
Author(s):  
Salah Boulaaras ◽  
Ali Allahem ◽  
Mohamed Haiour ◽  
Khaled Zennir ◽  
Sewalem Ghanem ◽  
...  
Keyword(s):  
Variational Inequalities ◽  
Error Estimates ◽  
American Options ◽  
A Posteriori Error Estimates ◽  
Posteriori Error ◽  
A Posteriori ◽  
Source Terms ◽  
Linear Source ◽  
A Posteriori Error
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