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20082017
most citedAnalytic continuation of Taylor series and the two-point boundary value problems of some nonlinear ordinary differential equations

50 citations · 95 across the 4 of their papers we have counts for

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Showing 2014Show all

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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…