A radial basis collocation method for pricing American options under regime-switching jump-diffusion models
Ali Foroush Bastani, Zaniar Ahmadi, Davood DamircheliVolume:
65
Year:
2013
Language:
english
DOI:
10.1016/j.apnum.2012.10.005
File:
PDF, 1.56 MB
english, 2013