Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method |
scientific article |
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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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