High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736): Difference between revisions

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Latest revision as of 04:05, 1 August 2024

scientific article; zbMATH DE number 7687501
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English
High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility
scientific article; zbMATH DE number 7687501

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    High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (English)
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    22 May 2023
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    real estate index derivatives
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    stochastic volatility
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    Gaussian RBF-FD
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    American options
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