A radial basis collocation method for pricing American options under regime-switching jump-diffusion models

By Ali Foroush Bastani, Z. Ahmadi, Davood Damircheli. 2013

76 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/7e20c20d548d0aab0c047aa9babd9e9699736e6c