Work

Radial Basis Functions with Partition of Unity Method for American Options with Stochastic Volatility

Year: 2017

Type: article

Source: Computational Economics

DOI: 10.1007/s10614-017-9739-8

Authors: Reza Mollapourasl, Ali Fereshtian, Michèle Vanmaele

Institutions: Oregon State University, Shahid Rajaee Teacher Training University, Ghent University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2750658178

FWCI: 4.77

Cites: 59

Cited by: 38

Related to: 10