On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation
Autor: | Shirzadi, Mohammad, Dehghan, Mehdi, Foroush Bastani, Ali |
---|---|
Zdroj: | In Communications in Nonlinear Science and Numerical Simulation May 2020 84 |
Databáze: | ScienceDirect |
Externí odkaz: |