A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830)
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scientific article; zbMATH DE number 7849385
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| English | A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models |
scientific article; zbMATH DE number 7849385 |
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A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (English)
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15 May 2024
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integrated radial basis function based partition of unity
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jump-diffusion models
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proper orthogonal decomposition method
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option pricing
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partial integro-differential equations
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American and European options
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financial engineering
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