A comparative analysis of local meshless formulation for multi-asset option models (Q1655003)
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scientific article; zbMATH DE number 6915213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparative analysis of local meshless formulation for multi-asset option models |
scientific article; zbMATH DE number 6915213 |
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A comparative analysis of local meshless formulation for multi-asset option models (English)
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9 August 2018
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radial basis functions
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option pricing
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Black-Scholes PDEs model
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European put option
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American put option
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butterfly call option
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digital call option
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operator splitting technique
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