Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method |
scientific article; zbMATH DE number 6506352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method |
scientific article; zbMATH DE number 6506352 |
Statements
Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (English)
0 references
9 November 2015
0 references
option pricing
0 references
Black-Scholes
0 references
American option
0 references
European option
0 references
meshless weak form
0 references
moving least squares
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9069367
0 references
0.8954133
0 references
0.8933178
0 references
0.8875162
0 references
0.88669455
0 references
0.8855971
0 references
0.88510984
0 references
0.87855136
0 references
