Radial basis functions with application to finance: American put option under jump diffusion (Q1931063): Difference between revisions

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Latest revision as of 03:50, 6 July 2024

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Radial basis functions with application to finance: American put option under jump diffusion
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    Radial basis functions with application to finance: American put option under jump diffusion (English)
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    24 January 2013
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    American option
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    jump diffusion process
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    radial base function
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    predictor
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    corrector method
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