"Numerical pricing of American options under two stochastic factor models ..."

Jamal Amani Rad, Kourosh Parand (2014)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - journals/corr/RadP14
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Jamal Amani Rad, Kourosh Parand:
Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method. CoRR abs/1412.6064 (2014)

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