Pricing American options under multi-states: a radial basis collocation approach
type: Item
instance of: scholarly article
title: Pricing American options under multi-states: a radial basis collocation approach
zbMATH Open document ID: 1395.65018
author: S. Heidari
author: Hossein Azari
published in: S\(\vec{\text{e}}\)MA Journal
publication date: 2018-08-01T00:00:00Z
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65M32
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 35R35
Mathematics Subject Classification ID: 65F05
Mathematics Subject Classification ID: 65F10
Mathematics Subject Classification ID: 65N35
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6912263
zbMATH Keywords: American option
zbMATH Keywords: radial basis functions
zbMATH Keywords: regime-switching model
zbMATH Keywords: free boundary problem
MaRDI profile type: Publication
full work available at URL: s40324-017-0137-x
OpenAlex ID: W2766599198
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DOI: 10.1007/S40324-017-0137-X
description: scientific article; zbMATH DE number 6912263