On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation
Article in Communications in Nonlinear Science and Numerical Simulation (May 2020)
The most recent citing publications are shown below. View all 6 publications that cite this research output on Dimensions.
Article in Communications in Nonlinear Science and Numerical Simulation (May 2020)
Article in Chaos Solitons & Fractals (June 2019)
Article in International Journal of Theoretical and Applied Finance (February 2018)