RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298): Difference between revisions

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Latest revision as of 15:14, 15 July 2024

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RBF-PU method for pricing options under the jump-diffusion model with local volatility
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    RBF-PU method for pricing options under the jump-diffusion model with local volatility (English)
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    4 May 2018
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    radial basis functions
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    partition of unity
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    option pricing
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    jump-diffusion
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    Merton and Kou models
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