A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6487347
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications |
scientific article; zbMATH DE number 6487347 |
Statements
A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (English)
0 references
30 September 2015
0 references
collocation method
0 references
meshfree
0 references
radial basis function
0 references
partition of unity
0 references
convection-diffusion equation
0 references
American option
0 references
comparison of methods
0 references
convergence
0 references
finite difference
0 references
pseudospectral method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.861609697341919
0 references
0.8564866781234741
0 references
0.8436036109924316
0 references
0.8179585337638855
0 references
