A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications |
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A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (English)
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13 December 2016
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meshless method
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radial basis function
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RBF
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two-dimensional jump-diffusion
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Fokker-Planck
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first-passage probability
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