A new radial basis functions method for pricing American...

International Journal of Computer Mathematics 2012 / 06 Vol. 89; Iss. 9

A new radial basis functions method for pricing American options under Merton's jump-diffusion model

Saib, A. A.E.F., Tangman, D. Y., Bhuruth, M.
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Volume:
89
Language:
english
Pages:
22
Journal:
International Journal of Computer Mathematics
DOI:
10.1080/00207160.2012.690034
Date:
June, 2012
File:
PDF, 314 KB
english, 2012
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