Radial basis functions with application to finance: American put option under jump diffusion
type: Item
instance of: scholarly article
title: Radial basis functions with application to finance: American put option under jump diffusion
zbMATH Open document ID: 1255.91427
author: A. Golbabai
author: D. Ahmadian
author: Mariyan Milev
published in: Mathematical and Computer Modelling
publication date: 2013-01-24T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6128919
zbMATH Keywords: American option
zbMATH Keywords: jump diffusion process
zbMATH Keywords: radial base function
zbMATH Keywords: predictor
zbMATH Keywords: corrector method
MaRDI profile type: Publication
full work available at URL: j.mcm.2011.10.014
OpenAlex ID: W2088394426
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DOI: 10.1016/J.MCM.2011.10.014
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description: scientific article; zbMATH DE number 6128919