Improved radial basis function methods for multi-dimensional option pricing (Q952081)
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scientific article; zbMATH DE number 5362087
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| default for all languages | No label defined |
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| English | Improved radial basis function methods for multi-dimensional option pricing |
scientific article; zbMATH DE number 5362087 |
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Improved radial basis function methods for multi-dimensional option pricing (English)
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6 November 2008
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radial basis function
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Black-Scholes equation
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multi-dimensional
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boundary condition
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0.8634821772575378
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0.8547696471214294
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0.8494906425476074
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0.8402326107025146
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