Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Error estimates for finite difference approximations of American put
  option price   Finite difference approximations to multi-asset American put option price are
considered. The assets are modelled as a multi-dimensional diffusion process
with variable drift and volatility. Approximation error of order one quarter
with respect to the time discretisation parameter and one half with respect to
the space discretisation parameter is proved by reformulating the corresponding
optimal stopping problem as a solution of a degenerate Hamilton-Jacobi-Bellman
equation. Furthermore, the error arising from restricting the discrete problem
to a finite grid by reducing the original problem to a bounded domain is
estimated.

31
The categories of this paper are: ao-sci
0
The categories of this paper are: hep-ph
26
The categories of this paper are: bayes-an
19
The categories of this paper are: eess
15
The categories of this paper are: nucl-ex
6
The categories of this paper are: astro-ph
5
The categories of this paper are: gr-qc
34
The categories of this paper are: chem-ph
22
The categories of this paper are: chao-dyn
20
The categories of this paper are: acc-phys
36
The categories of this paper are: cmp-lg
24
The categories of this paper are: dg-ga
13
The categories of this paper are: quant-ph
21
The categories of this paper are: adap-org
28
The categories of this paper are: alg-geom
12
The categories of this paper are: nucl-th