Efficient meshfree method for pricing European and American put options on a non-dividend paying asset (Q2801932)
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scientific article; zbMATH DE number 6572577
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| English | Efficient meshfree method for pricing European and American put options on a non-dividend paying asset |
scientific article; zbMATH DE number 6572577 |
Statements
Efficient Meshfree Method for Pricing European and American Put Options on a Non-dividend Paying Asset (English)
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22 April 2016
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American and European options
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meshfree methods
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free boundary value problems
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stability analysis
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0.8365650177001953
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0.8109675049781799
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0.8071141242980957
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0.8033379912376404
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0.7978793382644653
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