A parallel time stepping approach using mesh-free approximations for pricing options with non-smooth payouts
Abdul Q. M. Khaliq; David A. Voss; Greg E. Fasshauer
| Year of publication: |
2008
|
|---|---|
| Authors: | Khaliq, Abdul Q. M. ; Voss, David A. ; Fasshauer, Greg E. |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 10.2007/08, 4, p. 135-142
|
| Subject: | Optionspreistheorie | Option pricing theory | Neuronale Netze | Neural networks |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003761354