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Jump to: Applied Mathematical Finance | Review of Derivatives Research

Number of items: 2.

Applied Mathematical Finance

Brummelhuis, Raymond and Chan, R.T.L. (2014) An RBF scheme for option pricing in exponential Levy models. Applied Mathematical Finance 21 (3), pp. 238-269. ISSN 1466-4313.

Review of Derivatives Research

Chan, R.T.L. and Hubbert, Simon (2014) Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme. Review of Derivatives Research 17 (2), pp. 161-189. ISSN ISSN: 1380-6645.

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