"RBF-FD based some implicit-explicit methods for pricing option under ..."

Rajesh Yadav, Deepak Kumar Yadav, Alpesh Kumar (2024)

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DOI: 10.1007/S11075-023-01719-2

access: closed

type: Journal Article

metadata version: 2024-10-06

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Rajesh Yadav, Deepak Kumar Yadav, Alpesh Kumar:
RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients. Numer. Algorithms 97(2): 645-685 (2024)

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