Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method
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Publication:890161
DOI10.1007/s40010-015-0207-3zbMath1325.91061OpenAlexW898723118MaRDI QIDQ890161
Kourosh Parand, Jamal Amani Rad, Saeid Abbasbandy
Publication date: 9 November 2015
Published in: Proceedings of the National Academy of Sciences, India. Section A. Physical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40010-015-0207-3
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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