An RBF-FD method for pricing American options under jump-diffusion models

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Publication:2203013

DOI10.1016/j.camwa.2018.08.040zbMath1442.91100OpenAlexW2891441787WikidataQ129323103 ScholiaQ129323103MaRDI QIDQ2203013

Reza Mollapourasl, Michèle Vanmaele, Majid Haghi

Publication date: 1 October 2020

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2018.08.040




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