Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6754551
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing American options under jump-diffusion models using local weak form meshless techniques |
scientific article; zbMATH DE number 6754551 |
Statements
Pricing American options under jump-diffusion models using local weak form meshless techniques (English)
0 references
28 July 2017
0 references
option pricing
0 references
American option
0 references
Merton and Kou jump-diffusion models
0 references
meshless weak form
0 references
LPG
0 references
LBIE
0 references
MLS
0 references
LRPI
0 references
Richardson extrapolation
0 references
stability analysis
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8538849949836731
0 references
0.8385921716690063
0 references
0.8375693559646606
0 references
0.8178894519805908
0 references
0.8050819039344788
0 references
