A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627)

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A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator
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    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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