A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A meshless method for Asian style options pricing under the Merton jump-diffusion model |
scientific article; zbMATH DE number 6575431
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A meshless method for Asian style options pricing under the Merton jump-diffusion model |
scientific article; zbMATH DE number 6575431 |
Statements
A meshless method for Asian style options pricing under the Merton jump-diffusion model (English)
0 references
29 April 2016
0 references
Lévy processes
0 references
jump-diffusion models
0 references
Asian options
0 references
radial basis
0 references
differential quadrature
0 references
exponential time integration
0 references
strang splitting
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8375693559646606
0 references
0.8230698704719543
0 references
0.8199700713157654
0 references
0.8144760727882385
0 references
