An RBF-FD method for pricing American options under jump-diffusion models (Q2203013)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An RBF-FD method for pricing American options under jump-diffusion models |
scientific article |
Statements
An RBF-FD method for pricing American options under jump-diffusion models (English)
0 references
1 October 2020
0 references
radial basis functions
0 references
finite difference
0 references
option pricing
0 references
Merton's and Kou's models
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
