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Option pricing and Greeks via a moving least square meshfree method - MaRDI portal

Option pricing and Greeks via a moving least square meshfree method (Q5247232)

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scientific article; zbMATH DE number 6429492
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English
Option pricing and Greeks via a moving least square meshfree method
scientific article; zbMATH DE number 6429492

    Statements

    title
    Option pricing and Greeks via a moving least square meshfree method (English)
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    author
    Yongsik Kim
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    Hyeong-Ohk Bae
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    Hyeng Keun Koo
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    publication date
    23 April 2015
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    zbMATH Keywords
    Asian option
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    barrier option
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    Black-Scholes equation
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    ELS
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    FMLS
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    European option
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    greeks
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    meshfree method
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    Identifiers

    zbMATH DE Number
    6429492
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    OpenAlex ID
    W2009515641
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