A computationally efficient numerical approach for multi-asset option pricing (Q5031852)
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scientific article; zbMATH DE number 7474860
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A computationally efficient numerical approach for multi-asset option pricing |
scientific article; zbMATH DE number 7474860 |
Statements
A computationally efficient numerical approach for multi-asset option pricing (English)
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16 February 2022
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multiquadric radial basis functions
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multi-asset option pricing
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mesh-free method
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sparse
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finite difference
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0.8560290336608887
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0.8510676622390747
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0.8321918249130249
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0.7987232804298401
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