A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps

A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps

Tour, G.
journal of computational science 2019 Vol. 35 pp. 25-43
213
tour2019ajournal

Citation

ID: 30649
Ref Key: tour2019ajournal
Use this key to autocite in SciMatic or Thesis Manager

References

Blockchain Verification

Account:
NFT Contract Address:
0x95644003c57E6F55A65596E3D9Eac6813e3566dA
Article ID:
30649
Unique Identifier:
10.1016/j.jocs.2019.05.007
Network:
Scimatic Chain (ID: 481)
Loading...
Blockchain Readiness Checklist
Authors
Abstract
Journal Name
Year
Title
4/5
Blockchain Upload Locked

Complete all 5 checklist items to tokenize your article

Saymatik Web3.0 Wallet