Radial basis function methods to solve partial differential equations arising in financial applications. A review (Q2973279)
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scientific article; zbMATH DE number 6699431
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| English | Radial basis function methods to solve partial differential equations arising in financial applications. A review |
scientific article; zbMATH DE number 6699431 |
Statements
3 April 2017
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radial basis function
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partial differential equation
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option pricing
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Black-Scholes equation
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radial basis function finite difference
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radial basis function partition of unity
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0.8588287234306335
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0.8564866781234741
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0.8421902656555176
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0.8388626575469971
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0.8276852965354919
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