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

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cs.CE2014★ 1 cited

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

Jamal Amani Rad, Kourosh Parand

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…