RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223)
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scientific article; zbMATH DE number 7925688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients |
scientific article; zbMATH DE number 7925688 |
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RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (English)
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14 October 2024
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radial basis function
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local volatility
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regime-switching jump-diffusion
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options pricing
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stability analysis
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operator splitting
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