Pricing American options under multi-states: a radial basis collocation approach (Q725397)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing American options under multi-states: a radial basis collocation approach |
scientific article; zbMATH DE number 6912263
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
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
0.8775603175163269
0 references
0.8654068112373352
0 references
0.8323425054550171
0 references
0.824650764465332
0 references
0.8186629414558411
0 references
