A RBF based finite difference method for option pricing under regime-switching jump-diffusion model
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Publication:6571417
DOI10.1080/15502287.2019.1687607WikidataQ126800819 ScholiaQ126800819MaRDI QIDQ6571417
B. V. Rathish Kumar, Alpesh Kumar
Publication date: 12 July 2024
Published in: International Journal for Computational Methods in Engineering Science and Mechanics (Search for Journal in Brave)
Actuarial science and mathematical finance (91Gxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Markov processes (60Jxx)
Cites Work
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