245 citations · 562 across the 35 of their papers we have counts for
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cs.CE2014★ 1 cited
Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method
Jamal Amani Rad, Kourosh Parand
The most recent update of financial option models is American options under stochastic volatility models with jumps in returns (SVJ) and stochastic volatility models with jumps in…
cs.CE2014
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
Jamal Amani Rad, Kourosh Parand, Saeid Abbasbandy
For the first time in mathematical finance field, we propose the local weak form meshless methods for option pricing; especially in this paper we select and analysis two schemes of…