Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method
type: Item
instance of: scholarly article
title: Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method
zbMATH Open document ID: 1325.91061
author: Jamal Amani Rad
author: Kourosh Parand
author: Saeid Abbasbandy
published in: Proceedings of the National Academy of Sciences, India. Section A. Physical Sciences
publication date: 2015-11-09T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M60
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6506352
zbMATH Keywords: option pricing
zbMATH Keywords: Black-Scholes
zbMATH Keywords: American option
zbMATH Keywords: European option
zbMATH Keywords: meshless weak form
zbMATH Keywords: moving least squares
MaRDI profile type: Publication
full work available at URL: s40010-015-0207-3
OpenAlex ID: W898723118
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DOI: 10.1007/S40010-015-0207-3
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description: scientific article; zbMATH DE number 6506352