A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A radial basis function based implicit-explicit method for option pricing under jump-diffusion models |
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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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