Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586)
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scientific article; zbMATH DE number 7471990
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| English | Radial-basis-function-based finite difference operator splitting method for pricing American options |
scientific article; zbMATH DE number 7471990 |
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Radial-basis-function-based finite difference operator splitting method for pricing American options (English)
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10 February 2022
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radial basis function
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finite difference
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American option
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option pricing
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operator splitting method
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Bloch-Scholes equation
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0.891418993473053
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0.8854814767837524
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0.8827041387557983
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0.8428318500518799
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