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"A Local Radial Basis Function Method for Pricing Options Under the Regime ..."

Hengguang Li, Reza Mollapourasl, Majid Haghi (2019)

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DOI: 10.1007/S10915-018-0858-8

access: closed

type: Journal Article

metadata version: 2020-12-29

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  dblp key:
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  - https://dblp.org/rec/journals/jscic/LiMH19
Hengguang Li, Reza Mollapourasl, Majid Haghi:
A Local Radial Basis Function Method for Pricing Options Under the Regime Switching Model. J. Sci. Comput. 79(1): 517-541 (2019)

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