Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.camwa.2019.06.005 / rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127659749 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAMWA.2019.06.005 / rank | |||
Normal rank | |||
Latest revision as of 18:01, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems |
scientific article |
Statements
Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (English)
0 references
7 October 2020
0 references
radial point interpolation method
0 references
finite difference formulas
0 references
weak-form algorithm
0 references
American options
0 references
two-asset financial options
0 references
0 references
0 references
0 references
0 references
0 references
0 references
