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Adaptive radial basis function methods for pricing options under jump-diffusion models
Chan, Tat Lung - In: Computational economics 47 (2016) 4, pp. 623-643
Persistent link: https://www.econbiz.de/10011712485
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A new stable local radial basis function approach for option pricing
Golbabai, A.; Mohebianfar, E. - In: Computational economics 49 (2017) 2, pp. 271-288
Persistent link: https://www.econbiz.de/10011757588
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Radial basis functions with partition of unity method for American options with stochastic volatility
Mollapourasl, Reza; Fereshtian, Ali; Vanmaele, Michèle - In: Computational economics 53 (2019) 1, pp. 259-287
Persistent link: https://www.econbiz.de/10012134650
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An approximation scheme for option pricing under two-state continuous CAPM
Safdari-Vaighani, Ali; Ahmadian, Davood; Javid-Jahromi, Roja - In: Computational economics 57 (2021) 4, pp. 1373-1385
Persistent link: https://www.econbiz.de/10012543380