Volume 7, Issue 3 (Vol.7, No.3, 2021)
mmr 2021, 7(3): 639-654
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10.52547/mmr.7.3.639
حل عددی یک مدل انتگرالی بلک شولز با استفاده از یک روش جدید مبتنی بر توابع پایهای شعاعی و تفاضلات متناهی فشرده
Abstract:
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This article has no abstract.
Keywords:
Exponential Black-Sholes with jump
,
American and European options
,
radial basis functions
,
compact finite difference
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Type of Study:
S
| Subject:
alg
Received: 2018/06/6 | Revised: 2023/06/18 | Accepted: 2019/01/29 | Published: 2021/12/1 | ePublished: 2021/12/1
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