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1 research outputs found
A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps
Author
Bates
Biswas
+22Â more
Cont
Dilloo
Duffie
Elliott
Fang
Feng
Fornberg
Goutte
Haghi
He
Heston
Kou
Merton
Papanicolau
Salmi
Schoutens
Sydow
Tian
Tour
Trefethen
Windcliff
Wright
Publication venue
'Elsevier BV'
Publication date
Field of study
No full text
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