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

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-.1016/j.mcm.2011.10.014
@@ Property / DOI: 10.1016/j.mcm.2011.10.014 / rank @@
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+Option pricing when underlying stock returns are discontinuous
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@@ Property / DOI @@
+.1016/J.MCM.2011.10.014
@@ Property / DOI: 10.1016/J.MCM.2011.10.014 / rank @@
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