A numerical study of the European option by the MLPG method with moving kriging interpolation

In this paper, the meshless local Petrov–Galerkin (MLPG) method is applied for solving a generalized Black–Scholes equation in financial problems. This equation is a PDE governing the price evolution of a European call or a European put under the Black–Scholes model. The θ-weighted method and MLPG a...

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Detalles Bibliográficos
Autores principales: Phaochoo, P., Luadsong, A., Aschariyaphotha, N.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2016
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4783319/
https://www.ncbi.nlm.nih.gov/pubmed/27064892
http://dx.doi.org/10.1186/s40064-016-1947-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4783319/
https://www.ncbi.nlm.nih.gov/pubmed/27064892
http://dx.doi.org/10.1186/s40064-016-1947-5

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