Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme |
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Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (English)
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23 January 2015
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European options
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American options
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jump-diffusion models
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radial basis functions
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cubic spline
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