A numerical study of Asian option with radial basis functions based finite differences method (Q1653560)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical study of Asian option with radial basis functions based finite differences method |
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A numerical study of Asian option with radial basis functions based finite differences method (English)
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6 August 2018
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radial basis function
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finite difference
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Black-Scholes equation
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Asian option
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