An RBF approach for oil futures pricing under the jump-diffusion model (Q5855722)
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scientific article; zbMATH DE number 7326409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An RBF approach for oil futures pricing under the jump-diffusion model |
scientific article; zbMATH DE number 7326409 |
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19 March 2021
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oil derivative market
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radial basis functions (RBF)
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oil futures
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initial and boundary value problems
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jump-diffusion model
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An RBF approach for oil futures pricing under the jump-diffusion model (English)
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