"RBF-PU method for pricing options under the jump-diffusion model with ..."

Reza Mollapourasl et al. (2018)

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DOI: 10.1016/J.CAM.2018.01.002

access: closed

type: Journal Article

metadata version: 2020-12-29

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Reza Mollapourasl, Ali Fereshtian, Hengguang Li, Xun Lu:
RBF-PU method for pricing options under the jump-diffusion model with local volatility. J. Comput. Appl. Math. 337: 98-118 (2018)

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