Rad, Jamal Amani; Parand, Kourosh; Abbasbandy, Saeid 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. (English) Zbl 1329.91142 Commun. Nonlinear Sci. Numer. Simul. 22, No. 1-3, 1178-1200 (2015). MSC: 91G60 65M99 91G20 PDFBibTeX XMLCite \textit{J. A. Rad} et al., Commun. Nonlinear Sci. Numer. Simul. 22, No. 1--3, 1178--1200 (2015; Zbl 1329.91142) Full Text: DOI arXiv
Rad, Jamal Amani; Parand, Kourosh; Ballestra, Luca Vincenzo Pricing European and American options by radial basis point interpolation. (English) Zbl 1328.91286 Appl. Math. Comput. 251, 363-377 (2015). MSC: 91G60 41A30 65M70 91G20 PDFBibTeX XMLCite \textit{J. A. Rad} et al., Appl. Math. Comput. 251, 363--377 (2015; Zbl 1328.91286) Full Text: DOI
Rad, Jamal Amani; Parand, Kourosh; Abbasbandy, Saeid Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method. (English) Zbl 1325.91061 Proc. Natl. Acad. Sci. India, Sect. A, Phys. Sci. 85, No. 3, 337-351 (2015). MSC: 91G60 65M60 91G20 PDFBibTeX XMLCite \textit{J. A. Rad} et al., Proc. Natl. Acad. Sci. India, Sect. A, Phys. Sci. 85, No. 3, 337--351 (2015; Zbl 1325.91061) Full Text: DOI