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

@@ Property / DOI @@
-.1016/j.mcm.2011.10.014
@@ Property / DOI: 10.1016/j.mcm.2011.10.014 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mcm.2011.10.014
+Normal rank
@@ Property / OpenAlex ID @@
+W2088394426
@@ Property / OpenAlex ID: W2088394426 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3426055
@@ Property / cites work: Q3426055 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3433874
@@ Property / cites work: Q3433874 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models
+Normal rank
@@ Property / cites work @@
+A penalty method for American options with jump diffusion processes
+Normal rank
@@ Property / cites work @@
+Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
+Normal rank
@@ Property / cites work @@
+Robust numerical methods for contingent claims under jump diffusion processes
+Normal rank
@@ Property / cites work @@
+Pricing options under jump diffusion processes with fitted finite volume method
+Normal rank
@@ Property / cites work @@
+Q4349551
@@ Property / cites work: Q4349551 / rank @@
+Normal rank
@@ Property / cites work @@
+Far Field Boundary Conditions for Black--Scholes Equations
+Normal rank
@@ Property / cites work @@
+Q3000764
@@ Property / cites work: Q3000764 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical valuation of discrete double barrier options
+Normal rank
@@ Property / cites work @@
+Q3000773
@@ Property / cites work: Q3000773 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform
+Normal rank
@@ Property / cites work @@
+Improved radial basis function methods for multi-dimensional option pricing
+Normal rank
@@ Property / cites work @@
+A meshless method for numerical solution of the coupled Schrödinger-KdV equations
+Normal rank
@@ Property / cites work @@
+Observations on the behavior of radial basis function approximations near boundaries
+Normal rank
@@ Property / cites work @@
+Radial Basis Functions
@@ Property / cites work: Radial Basis Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Options valuation by using radial basis function approximation
+Normal rank
@@ Property / cites work @@
+Convergence error estimate in solving free boundary diffusion problem by radial basis functions method.
+Normal rank
@@ Property / DOI @@
+.1016/J.MCM.2011.10.014
@@ Property / DOI: 10.1016/J.MCM.2011.10.014 / rank @@
+Normal rank