A local radial basis function method for pricing options under the regime switching model
type: Item
instance of: scholarly article
title: A local radial basis function method for pricing options under the regime switching model
zbMATH Open document ID: 1417.91557
author: Hengguang Li
author: R. Mollapourasl
author: Majid Haghi
published in: Journal of Scientific Computing
publication date: 2019-06-27T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 7074535
zbMATH Keywords: radial basis functions
zbMATH Keywords: finite difference
zbMATH Keywords: option pricing
zbMATH Keywords: regime switching model
describes a project that uses: Chebfun
MaRDI profile type: Publication
full work available at URL: s10915-018-0858-8
OpenAlex ID: W2898258195
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Wikidata QID: Q129035660
DOI: 10.1007/S10915-018-0858-8
description: scientific article; zbMATH DE number 7074535