Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161)
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scientific article; zbMATH DE number 6506352
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| English | Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method |
scientific article; zbMATH DE number 6506352 |
Statements
Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (English)
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9 November 2015
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option pricing
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Black-Scholes
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American option
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European option
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meshless weak form
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moving least squares
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0.9069367
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0.8954133
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0.8933178
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0.8875162
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0.88669455
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0.8855971
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0.88510984
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0.8808306
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0.87855136
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