Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440)
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scientific article; zbMATH DE number 7256544
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| English | Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems |
scientific article; zbMATH DE number 7256544 |
Statements
Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (English)
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7 October 2020
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radial point interpolation method
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finite difference formulas
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weak-form algorithm
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American options
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two-asset financial options
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0.7814421653747559
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0.780214250087738
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0.7737402319908142
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0.7698970437049866
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