RBF-PU method for pricing options under the jump-diffusion model with local volatility. - Reza Mollapourasl; Ali Fereshtian; Hengguang Li; Xun Lu (J. Comput. Appl. Math., 2018)

RBF approximation by partition of unity for valuation of options under exponential Lévy processes. - Ali Fereshtian; Reza Mollapourasl; Florin Avram (J. Comput. Sci., 2019)