A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997)
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scientific article; zbMATH DE number 7161526
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| English | A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options |
scientific article; zbMATH DE number 7161526 |
Statements
A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (English)
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31 January 2020
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RBF-HFD
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fourth-order convergence
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cash-or-nothing
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asset-or-nothing
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initial condition
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0.90695876
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0.8874914
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0.8819974
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0.88157475
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0.8803114
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0.8751058
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0.8723319
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0.86984324
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0.8692114
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