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中文摘要：
考虑美式回望看跌期权的有限元方法．在把原问题转化成等价的变分不等式的基础上，研究了半离散格式在L^2和L^∞范数意义下的最优误差估计．此外，为了进一步提高逼近解的精度，借助超收敛分析技术和插值后处理方法，研究了H^1范数意义下的整体超收敛以及后验误差估计。
英文摘要：
We are concerned with finite element methods for pricing American lookback put options. On the basis of converting the problem into the equivalent variational inequality, the semidiscrete scheme is presented, and the L^2- and L^∞- error estimates are established, respectively. In addition, to enhance further the approximation solutions, by means of a superapproximation analysis technique and an interpolation postprocessing method, we study global superconvergence estimates in H^1- norm for linear finite elements. As by-products, the global supereonvergence results can be used to generate a posteriori error estimators.
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