On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825)
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| Language | Label | Description | Also known as |
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| English | On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models |
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On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (English)
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21 October 2020
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endogenous stochastic equity volatility model
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nonlinear partial differential equations
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radial basis functions
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multiquadric method
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multilevel Newton iteration
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