Inverse multi-quadric RBF for computing the weights of FD method: application to American options (Q2207970)

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Inverse multi-quadric RBF for computing the weights of FD method: application to American options
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    Inverse multi-quadric RBF for computing the weights of FD method: application to American options (English)
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    23 October 2020
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    radial basis function
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    RBF-FD method
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    FD weights
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    American option
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    inverse multi-quadric
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