Using meshfree approximation for multi‐asset American options-Reference-Cited by-同舟云学术

Using meshfree approximation for multi‐asset American options

Published:2004-06 Issue:4 Volume:27 Page:563-571
ISSN:0253-3839
Container-title:Journal of the Chinese Institute of Engineers
language:en
Short-container-title:Journal of the Chinese Institute of Engineers

Author:

Fasshauer Gregory Eric,Khaliq Abdul Qayyum Masud,Voss David Albert

Publisher

Informa UK Limited

Subject

General Engineering

Link

http://www.tandfonline.com/doi/pdf/10.1080/02533839.2004.9670904

Reference25 articles.

1. The Pricing of Options and Corporate Liabilities

2. Fasshauer, G. E. “Approximate Moving Least‐Squares Approximation for Time‐Dependent PDEs,”. Proceedings of the 5th World Congress on Computational Mechanics, (WCCMV). Edited by: Mang, H. A. Vienna, Austria: Vienna University of Technology.

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