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A robust RBF-FD technique combined with polynomial enhancements for valuing European options in jump-diffusion frameworks

Published Online: 2025-05-23

Published Print: 2025-06

Authors

Hosseinzadeh, Narges

Shivanian, Elyas

Fairooz, Mohammad Z.

Chegini, Tannaz G.
License Information

Text and Data Mining valid from 2025-05-23

Version of Record valid from 2025-05-23
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Article History

Received: 14 February 2025

Revised: 3 April 2025

Accepted: 24 April 2025

First Online: 23 May 2025

Declarations

:

: The authors declare that they have no conflict of interest.

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