Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348)
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scientific article; zbMATH DE number 6754551
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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