Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes (Q6088441)
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 7777690
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0.8144354820251465
0 references
0.7516122460365295
0 references
0.7406028509140015
0 references
0.7361041307449341
0 references
