Pricing American options under multi-states: a radial basis collocation approach (Q725397)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American options under multi-states: a radial basis collocation approach |
scientific article |
Statements
Pricing American options under multi-states: a radial basis collocation approach (English)
0 references
1 August 2018
0 references
American option
0 references
radial basis functions
0 references
regime-switching model
0 references
free boundary problem
0 references
0 references
0 references
