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Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing.
Jingtang Ma
Han Wang
Published in:
J. Comput. Appl. Math. (2020)
Keyphrases
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differential equations
convergence rate
numerical methods
numerical solution
conjugate gradient
objective function
dynamical systems
option pricing
neural network
genetic algorithm
expert systems
long term
data mining techniques
black scholes model