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RBF-PU method for pricing options under the jump-diffusion model with local volatility.
Reza Mollapourasl
Ali Fereshtian
Hengguang Li
Xun Lu
Published in:
J. Comput. Appl. Math. (2018)
Keyphrases
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diffusion model
pairwise
artificial neural networks
markov chain
state space
support vector machine
basis functions