"A new radial basis functions method for pricing American options under ..."

Aslam Aly El-Faïdal Saib, Désiré Yannick Tangman, Muddun Bhuruth (2012)

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DOI: 10.1080/00207160.2012.690034

access: closed

type: Journal Article

metadata version: 2023-09-30

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Aslam Aly El-Faïdal Saib, Désiré Yannick Tangman, Muddun Bhuruth:
A new radial basis functions method for pricing American options under Merton's jump-diffusion model. Int. J. Comput. Math. 89(9): 1164-1185 (2012)

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