A greedy algorithm for partition of unity collocation method in pricing American options (Q5205142)
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scientific article; zbMATH DE number 7142009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A greedy algorithm for partition of unity collocation method in pricing American options |
scientific article; zbMATH DE number 7142009 |
Statements
A greedy algorithm for partition of unity collocation method in pricing American options (English)
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10 December 2019
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American option
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greedy algorithm
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meshless method
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partition of unity
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radial basis function
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