The following pages link to Seyed-Mohammad-Mahdi Kazemi (Q730510):
Displaying 3 items.
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)