A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps

Geraldine Tour, Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth. A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps. J. Comput. Science, 35:25-43, 2019. [doi]

Abstract

Abstract is missing.