Radial basis function approximation method for pricing of basket options under jump diffusion model
type: Item
instance of: scholarly article
title: Radial basis function approximation method for pricing of basket options under jump diffusion model
zbMATH Open document ID: 1427.91298
DOI: 10.1007/978-3-319-96415-7_7
author: Ali Safdari-Vaighani
publication date: 2019-11-26T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J74
Mathematics Subject Classification ID: 65M70
Mathematics Subject Classification ID: 35R09
Mathematics Subject Classification ID: 35Q91
zbMATH DE Number: 7136697
zbMATH Keywords: basket options pricing
zbMATH Keywords: jump diffusion
zbMATH Keywords: radial basis function approximation
MaRDI profile type: Publication
full work available at URL: 978-3-319-96415-7 7
OpenAlex ID: W2907106983
description: scientific article; zbMATH DE number 7136697