Efficient Meshfree Method for Pricing European and American Put Options on a Non-dividend Paying Asset
DOI10.1007/978-81-322-2485-3_36zbMath1335.91108OpenAlexW2399044953MaRDI QIDQ2801932
Abdelmgid O. M. Sidahmed, Kailash C. Patidar
Publication date: 22 April 2016
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-81-322-2485-3_36
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Derivative securities (option pricing, hedging, etc.) (91G20)
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