Radial basis functions with application to finance: American put option under jump diffusion (Q1931063): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Radial basis functions with application to finance: American put option under jump diffusion |
scientific article |
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Radial basis functions with application to finance: American put option under jump diffusion (English)
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24 January 2013
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American option
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jump diffusion process
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radial base function
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predictor
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corrector method
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