A new method for evaluating options based on multiquadric RBF-FD method (Q1738089): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method for evaluating options based on multiquadric RBF-FD method |
scientific article |
Statements
A new method for evaluating options based on multiquadric RBF-FD method (English)
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29 March 2019
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local meshless method
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radial basis function
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Black-Scholes model
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unconditional stability
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