High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:38, 25 April 2024
scientific article; zbMATH DE number 7687501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility |
scientific article; zbMATH DE number 7687501 |
Statements
High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (English)
0 references
22 May 2023
0 references
real estate index derivatives
0 references
stochastic volatility
0 references
Gaussian RBF-FD
0 references
American options
0 references
