High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736)
From MaRDI portal
scientific article; zbMATH DE number 7687501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility |
scientific article; zbMATH DE number 7687501 |
Statements
High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (English)
0 references
22 May 2023
0 references
real estate index derivatives
0 references
stochastic volatility
0 references
Gaussian RBF-FD
0 references
American options
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
