Pricing American options under multi-states: a radial basis collocation approach (Q725397)
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scientific article; zbMATH DE number 6912263
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| English | Pricing American options under multi-states: a radial basis collocation approach |
scientific article; zbMATH DE number 6912263 |
Statements
Pricing American options under multi-states: a radial basis collocation approach (English)
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1 August 2018
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American option
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radial basis functions
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regime-switching model
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free boundary problem
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0.8775603175163269
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0.8323425054550171
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0.824650764465332
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0.8186629414558411
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