A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380)
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scientific article; zbMATH DE number 6638255
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| English | A radial basis function based implicit-explicit method for option pricing under jump-diffusion models |
scientific article; zbMATH DE number 6638255 |
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A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (English)
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13 October 2016
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radial basis function
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finite difference
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option pricing
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jump-diffusion models
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partial integro-differential equation
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0.8750136494636536
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0.8749956488609314
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0.8695909976959229
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0.8680407404899597
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