Pages that link to "Item:Q952083"
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The following pages link to An irregular grid approach for pricing high-dimensional American options (Q952083):
Displaying 4 items.
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135) (← links)