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

A. A.E.F. Saib, D. Y. Tangman, M. Bhuruth

Source record

Source: Crossref

Published: Jun 1, 2012

DOI: 10.1080/00207160.2012.690034

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.