A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627)
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scientific article; zbMATH DE number 7006990
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| English | A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator |
scientific article; zbMATH DE number 7006990 |
Statements
A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (English)
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25 January 2019
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multiquadric RBF
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Heston-Hull-White equation
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semi-discretization
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weights
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exponential integrator
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0.775587797164917
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0.7723664045333862
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0.7633324861526489
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0.7524803280830383
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0.7500483393669128
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