RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205)
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scientific article; zbMATH DE number 7849711
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| English | RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model |
scientific article; zbMATH DE number 7849711 |
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RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (English)
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15 May 2024
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radial basis function
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jump-diffusion model
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local-volatility
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options pricing
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operator splitting method
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stability analysis
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