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The meshless local Petrov–Galerkin based on moving kriging interpolation for solving fractional Black–Scholes mode
ดร.นิติมา อัจฉริยะโพธา
;
P. Phaochoo
;
A. Luadsong
;
N. Aschariyaphotha
(
2016
)
A numerical study of the European option by the MLPG method with moving kriging interpolation
P. Phaochoo
;
A. Luadsong
;
N. Aschariyaphotha
(
2016
)
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Author
A. Luadsong (2)
N. Aschariyaphotha (2)
P. Phaochoo (2)
ดร.นิติมา อัจฉริยะโพธา (1)
Subject
European option (2)
Moving kriging interpolation (2)
Black–Scholes equation (1)
Fractional Black–Scholes equation (1)
Stability (1)
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Date Issued
2016 (2)