A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268)

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A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications
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    A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (English)
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    30 September 2015
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    collocation method
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    meshfree
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    radial basis function
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    partition of unity
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    convection-diffusion equation
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    American option
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    comparison of methods
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    convergence
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    finite difference
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    pseudospectral method
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