Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes (Q6088441)
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scientific article; zbMATH DE number 7777690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes |
scientific article; zbMATH DE number 7777690 |
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Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes (English)
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14 December 2023
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Greeks
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jump-diffusion models
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moving least-squares method
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option pricing
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partial integro-differential equations
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uniform error estimate
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