RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RBF-PU method for pricing options under the jump-diffusion model with local volatility |
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RBF-PU method for pricing options under the jump-diffusion model with local volatility (English)
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4 May 2018
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radial basis functions
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partition of unity
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option pricing
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jump-diffusion
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Merton and Kou models
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