Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes (Q6088441)
From MaRDI portal
scientific article; zbMATH DE number 7777690
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes |
scientific article; zbMATH DE number 7777690 |
Statements
Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes (English)
0 references
14 December 2023
0 references
Greeks
0 references
jump-diffusion models
0 references
moving least-squares method
0 references
option pricing
0 references
partial integro-differential equations
0 references
uniform error estimate
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references