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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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
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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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