Using meshfree approximation for multi‐asset American options

By Gregory E. Fasshauer, Abdul Khaliq, D. Voss. 2004

102 citations recorded by the source corpus.

Subfields: Computational Mechanics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/b5de79895b4d1f9dfb7846b77148c4a946cfabb7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Mechanics

1. D. Voss
2. Abdul Khaliq

In Numerical Analysis

1. Abdul Khaliq
2. D. Voss
3. R. Liu

Citations in the corpus

• Adaptive θ-methods for pricing American options (2008, background): “Recent years have seen the development of several approaches for the valuation of American options (see, for example, [1,5,7,8,12,22,23]).”