Pages that link to "Item:Q4903542"
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The following pages link to A new radial basis functions method for pricing American options under Merton's jump-diffusion model (Q4903542):
Displayed 9 items.
- A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
- An efficient numerical method for pricing option under jump diffusion model (Q531075) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- A simple method for generalized sequential compound options pricing (Q2406942) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) (← links)