We construct a sequence of functions that uniformly converge (on compact sets) to the price of Asian option, which is written on a stock whose dynamics follows a jump diffusion, exponentially fast. Each of the element in this sequence solves a parabolic partial differential equation (not an integro-differential equation). As a result we obtain a fast numerical approximation scheme whose accurac...

We construct a sequence of functions that uniformly converge (on compact sets) to the price of Asian option, which is written on a stock whose dynamics follows a jump diffusion, exponentially fast. Each of the element in this sequence solves a parabolic partial differential equation (not an integro-differential equation). As a result we obtain a fast numerical approximation scheme whose accurac...

The present paper is devoted to the development of a kind of spectral meshless radial point interpolation (SMRPI) technique in order to obtain a reliable approximate solution for buckling of nano-actuators subject to different nonlinear forces. To end this aim, a general type of the governing equation for nano-actuators, containing integro-differential terms and nonlinear forces is considered. ...