An efficient numerical method for pricing option under jump diffusion model (Q531075)
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scientific article; zbMATH DE number 6608621
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| English | An efficient numerical method for pricing option under jump diffusion model |
scientific article; zbMATH DE number 6608621 |
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An efficient numerical method for pricing option under jump diffusion model (English)
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3 August 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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0.8484597206115723
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0.8433505296707153
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0.8352477550506592
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0.8345832824707031
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