"Radial basis functions with application to finance: American put option ..."

Ahmad Golbabai, Davood Ahmadian, Mariyan Milev (2012)

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DOI: 10.1016/J.MCM.2011.10.014

access: open

type: Journal Article

metadata version: 2021-02-17

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Ahmad Golbabai, Davood Ahmadian, Mariyan Milev:
Radial basis functions with application to finance: American put option under jump diffusion. Math. Comput. Model. 55(3-4): 1354-1362 (2012)

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