Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213)
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scientific article; zbMATH DE number 6390316
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| English | Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme |
scientific article; zbMATH DE number 6390316 |
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Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (English)
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23 January 2015
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European options
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American options
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jump-diffusion models
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radial basis functions
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cubic spline
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0.8473119735717773
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0.8376103639602661
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0.8320090174674988
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0.8271493315696716
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