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Pricing multi-asset American option under Heston-CIR diffusion model with jumps.
Farshid Mehrdoust
Somayeh Fallah
Oldouz Samimi
Published in:
Commun. Stat. Simul. Comput. (2021)
Keyphrases
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diffusion model
option pricing
information diffusion
diffusion models
anisotropic diffusion
influence maximization
diffusion process
laplace transform
markov chain
financial markets
diffusion tensor
smart card
high quality
information systems
social networks
higher order
image processing