A quasi-radial basis functions method for American options pricing
2002 ◽
Vol 43
(3-5)
◽
pp. 513-524
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Keyword(s):
2017 ◽
Vol 53
(1)
◽
pp. 259-287
◽
A new radial basis functions method for pricing American options under Merton's jump-diffusion model
2012 ◽
Vol 89
(9)
◽
pp. 1164-1185
◽
Keyword(s):
Keyword(s):
2018 ◽
Vol 333
◽
pp. 362-381
◽
Keyword(s):