Radial basis functions with application to finance: American put option under jump diffusion (Q1931063)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6128919
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Radial basis functions with application to finance: American put option under jump diffusion |
scientific article; zbMATH DE number 6128919 |
Statements
Radial basis functions with application to finance: American put option under jump diffusion (English)
0 references
24 January 2013
0 references
American option
0 references
jump diffusion process
0 references
radial base function
0 references
predictor
0 references
corrector method
0 references
0 references
0 references
0 references
0 references
0.9224359
0 references
0.9192195
0 references
0.9156141
0 references
0.91505307
0 references
0.9123106
0 references
0.90473616
0 references
0.8966764
0 references
0.89367557
0 references
