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): Difference between revisions
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Revision as of 17:46, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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 |
scientific article |
Statements
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 (English)
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26 January 2016
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option pricing
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American option
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meshless weak form
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LBIE
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MLS
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LRPI
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Richardson extrapolation
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BiCGStab
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stability analysis
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