Pricing European passport option with radial basis function (Q1791773)

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Pricing European passport option with radial basis function
scientific article

    Statements

    title
    Pricing European passport option with radial basis function (English)
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    publication date
    11 October 2018
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    zbMATH Keywords
    passport option
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    radial basis function
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    numerical schemes
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    65M70
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    zbMATH DE Number
    6951641
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