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-Reference-Cited by-同舟云学术

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

Published:2015-05 Issue:1-3 Volume:22 Page:1178-1200
ISSN:1007-5704
Container-title:Communications in Nonlinear Science and Numerical Simulation
language:en
Short-container-title:Communications in Nonlinear Science and Numerical Simulation

Author:

Rad Jamal Amani,Parand Kourosh,Abbasbandy Saeid

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis

Reference76 articles.

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4. A highly accurate linearized method for free boundary problems;Wu;Comput Math Appl,2005

5. Extrapolation of difference methods in option valuation;Arciniega;Appl Math Comput,2004

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