Radial basis function approximation method for pricing of basket options under jump diffusion model (Q2008659)
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scientific article; zbMATH DE number 7136697
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| English | Radial basis function approximation method for pricing of basket options under jump diffusion model |
scientific article; zbMATH DE number 7136697 |
Statements
Radial basis function approximation method for pricing of basket options under jump diffusion model (English)
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26 November 2019
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basket options pricing
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jump diffusion
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radial basis function approximation
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0.8339234590530396
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0.8251592516899109
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0.8186700344085693
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0.8181671500205994
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0.8064606785774231
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