Option pricing and Greeks via a moving least square meshfree method (Q5247232)
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scientific article; zbMATH DE number 6429492
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing and Greeks via a moving least square meshfree method |
scientific article; zbMATH DE number 6429492 |
Statements
Option pricing and Greeks via a moving least square meshfree method (English)
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23 April 2015
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Asian option
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barrier option
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Black-Scholes equation
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ELS
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FMLS
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European option
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greeks
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meshfree method
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0.8118114471435547
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0.7901594638824463
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0.7893378138542175
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0.7608089447021484
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0.7543513178825378
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