A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 16:28, 5 March 2024
scientific article; zbMATH DE number 6934893
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models |
scientific article; zbMATH DE number 6934893 |
Statements
A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (English)
0 references
11 September 2018
0 references
option pricing in exponential Lévy models
0 references
CGMY-KoBoL and VG processes
0 references
partial integro-differential equations (PIDE)
0 references
radial basis function interpolation
0 references
multi-quadrics
0 references
