Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736)
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| Language | Label | Description | Also known as |
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| English | Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model |
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Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (English)
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7 September 2018
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radial basis functions
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finite difference
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option pricing
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regime-switching models
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jump diffusion
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operator splitting method
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convergence
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