"Pricing American options under jump-diffusion models using local weak form ..."

Jamal Amani Rad, Kourosh Parand (2017)

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DOI: 10.1080/00207160.2016.1227434

access: closed

type: Journal Article

metadata version: 2019-10-19

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Jamal Amani Rad, Kourosh Parand:
Pricing American options under jump-diffusion models using local weak form meshless techniques. Int. J. Comput. Math. 94(8): 1694-1718 (2017)

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