"A high-order RBF-FD method for option pricing under regime-switching ..."

Geraldine Tour et al. (2019)

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DOI: 10.1016/J.JOCS.2019.05.007

access: closed

type: Journal Article

metadata version: 2023-06-26

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Geraldine Tour, Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth:
A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps. J. Comput. Sci. 35: 25-43 (2019)

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