Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440): Difference between revisions
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Revision as of 12:41, 25 July 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 |
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Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (English)
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7 October 2020
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radial point interpolation method
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finite difference formulas
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weak-form algorithm
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American options
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two-asset financial options
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