A local radial basis function method for pricing options under the regime switching model (Q2000056)
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scientific article; zbMATH DE number 7074535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local radial basis function method for pricing options under the regime switching model |
scientific article; zbMATH DE number 7074535 |
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A local radial basis function method for pricing options under the regime switching model (English)
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27 June 2019
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radial basis functions
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finite difference
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option pricing
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regime switching model
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