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Author Country (or Countries)

Ahmed Benbella. Algeria.

Abstract

In this paper, a posteriori error estimates for parabolic quasi-variational inequalities with linear source terms related to a black scholes model with constant coefficients using two different approaches are established using a theta time scheme combined with a finite element spatial approximation and the results of some numerical experiments are presented to support the theory.

Suggested Reviewers

N/A

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/amis/100328

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