A new radial basis functions method for pricing American options under Merton's jump-diffusion model (Q4903542): Difference between revisions
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Revision as of 18:58, 5 March 2024
scientific article; zbMATH DE number 6127880
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new radial basis functions method for pricing American options under Merton's jump-diffusion model |
scientific article; zbMATH DE number 6127880 |
Statements
A new radial basis functions method for pricing American options under Merton's jump-diffusion model (English)
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22 January 2013
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Lévy processes
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jump-diffusion models
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American options
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radial basis
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differential quadrature
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exponential time integration
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