A local radial basis function method for pricing options under the regime switching model (Q2000056)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local radial basis function method for pricing options under the regime switching model |
scientific article |
Statements
A local radial basis function method for pricing options under the regime switching model (English)
0 references
27 June 2019
0 references
radial basis functions
0 references
finite difference
0 references
option pricing
0 references
regime switching model
0 references
