Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677)
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scientific article
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| English | Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options |
scientific article |
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Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (English)
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26 January 2016
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option pricing
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American option
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meshless weak form
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LBIE
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MLS
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LRPI
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Richardson extrapolation
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BiCGStab
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stability analysis
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0.8567742705345154
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0.8467305302619934
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0.8186309337615967
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0.8178894519805908
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