A radial basis function scheme for option pricing in exponential Lévy models (Q4586030)
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 6934893
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A radial basis function scheme for option pricing in exponential Lévy models |
scientific article; zbMATH DE number 6934893 |
Statements
A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (English)
0 references
11 September 2018
0 references
option pricing in exponential Lévy models
0 references
CGMY-KoBoL and VG processes
0 references
partial integro-differential equations (PIDE)
0 references
radial basis function interpolation
0 references
multi-quadrics
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8181868195533752
0 references
0.8173459768295288
0 references
0.8116255402565002
0 references
0.8091536164283752
0 references
