An RBF-FD method for pricing American options under jump-diffusion models (Q2203013): Difference between revisions
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Revision as of 06:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An RBF-FD method for pricing American options under jump-diffusion models |
scientific article |
Statements
An RBF-FD method for pricing American options under jump-diffusion models (English)
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1 October 2020
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radial basis functions
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finite difference
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option pricing
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Merton's and Kou's models
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