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A numerical study of the European option by the MLPG method with moving kriging interpolation

P Phaochoo1, A Luadsong2, N Aschariyaphotha3

  • 1Department of Mathematics, Faculty of Science, King Mongkut's University of Technology Thonburi (KMUTT), 126 Pracha-utid Road, Bangmod, Toongkru, Bangkok, 10140 Thailand.

Springerplus
|April 12, 2016
PubMed

Keywords:
Black–Scholes equationEuropean optionMLPGMoving kriging interpolationStability

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