Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
- Submitting institution
-
Birkbeck College
- Unit of assessment
- 16 - Economics and Econometrics
- Output identifier
- 1144
- Type
- D - Journal article
- DOI
-
10.1007/s11147-013-9095-3
- Title of journal
- Review of Derivatives Research
- Article number
- -
- First page
- 161
- Volume
- 17
- Issue
- 2
- ISSN
- 1380-6645
- Open access status
- Out of scope for open access requirements
- Month of publication
- July
- Year of publication
- 2014
- URL
-
http://eprints.bbk.ac.uk/id/eprint/13991/
- Supplementary information
-
-
- Request cross-referral to
- 10 - Mathematical Sciences
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
1
- Research group(s)
-
-
- Citation count
- 19
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
