موضوع :
Meshfree Moving Least Squares Analysis for Option Pricing Under Jump Diffusion Models

تاریخ انتشار : ۱۳۹۶/۰۴/۲۰ میلادی(2017/07/11)

نویسندگان :
| Mohammad Shirzadi | Mehdi Dehghan | Ali Foroush Bastani |

کلمات کلیدی :
| Option pricing | Moving least squares method | Partial integro-differential equation | Jumpdiffusion models |