An RBF-FD method for pricing American options under jump-diffusion models (Q2203013): Difference between revisions

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-.1016/j.camwa.2018.08.040
@@ Property / DOI: 10.1016/j.camwa.2018.08.040 / rank @@
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+Option pricing when underlying stock returns are discontinuous
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+Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
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+Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models
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+Application of the local radial basis function-based finite difference method for pricing American options
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@@ Property / Wikidata QID @@
+Q129323103
@@ Property / Wikidata QID: Q129323103 / rank @@
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@@ Property / DOI @@
+.1016/J.CAMWA.2018.08.040
@@ Property / DOI: 10.1016/J.CAMWA.2018.08.040 / rank @@
+Normal rank