Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov–Galerkin method

JA Rad, K Parand - Applied Numerical Mathematics, 2017 - Elsevier
The most recent update of financial option models is American options under stochastic
volatility models with jumps in returns (SVJ) and stochastic volatility models with jumps in …
被引用次数：29 相关文章

Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method

J Amani Rad, K Parand - arXiv e-prints, 2014 - ui.adsabs.harvard.edu
The most recent update of financial option models is American options under stochastic
volatility models with jumps in returns (SVJ) and stochastic volatility models with jumps in …

Numerical pricing of American options under two stochastic factor models with jumps using a meshless local PetrovGalerkin method

J Amani Rad, K Parand - Applied Numerical Mathematics, 2017 - dl.acm.org
The most recent update of financial option models is American options under stochastic
volatility models with jumps in returns (SVJ) and stochastic volatility models with jumps in …

Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov–Galerkin method

JA Rad, K Parand - Applied Numerical Mathematics, 2017 - infona.pl
The most recent update of financial option models is American options under stochastic
volatility models with jumps in returns (SVJ) and stochastic volatility models with jumps in …

Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method

JA Rad, K Parand - arXiv preprint arXiv:1412.6064, 2014 - arxiv.org
The most recent update of financial option models is American options under stochastic
volatility models with jumps in returns (SVJ) and stochastic volatility models with jumps in …

Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method

JA Rad, K Parand - 2014 - ideas.repec.org
The most recent update of financial option models is American options under stochastic
volatility models with jumps in returns (SVJ) and stochastic volatility models with jumps in …

Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method

JA Rad, K Parand - 2014 - econpapers.repec.org
The most recent update of financial option models is American options under stochastic
volatility models with jumps in returns (SVJ) and stochastic volatility models with jumps in …