A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502): Difference between revisions
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Revision as of 12:55, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A meshless method for Asian style options pricing under the Merton jump-diffusion model |
scientific article |
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A meshless method for Asian style options pricing under the Merton jump-diffusion model (English)
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29 April 2016
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Lévy processes
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jump-diffusion models
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Asian options
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radial basis
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differential quadrature
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exponential time integration
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strang splitting
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