A stable local radial basis function method for option pricing problem under the Bates model (Q5227296)
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scientific article; zbMATH DE number 7085545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stable local radial basis function method for option pricing problem under the Bates model |
scientific article; zbMATH DE number 7085545 |
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A stable local radial basis function method for option pricing problem under the Bates model (English)
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25 July 2019
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Bates-Scott model
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option pricing
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radial basis functions
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stochastic volatility
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Wendland function
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