Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348)
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scientific article; zbMATH DE number 6754551
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| English | Pricing American options under jump-diffusion models using local weak form meshless techniques |
scientific article; zbMATH DE number 6754551 |
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Pricing American options under jump-diffusion models using local weak form meshless techniques (English)
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28 July 2017
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option pricing
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American option
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Merton and Kou jump-diffusion models
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meshless weak form
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LPG
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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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stability analysis
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0.8538849949836731
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0.8385921716690063
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0.8375693559646606
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0.8178894519805908
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0.8050819039344788
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