Using kernel-based collocation methods to solve a delay partial differential equation with application to finance
From MaRDI portal
Publication:2224341
DOI10.1504/IJCSM.2019.097637zbMath1453.65354OpenAlexW4250417554WikidataQ115237527 ScholiaQ115237527MaRDI QIDQ2224341
Mojtaba Moradipour, Hossein Azari
Publication date: 3 February 2021
Published in: International Journal of Computing Science and Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1504/ijcsm.2019.097637
Numerical methods (including Monte Carlo methods) (91G60) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
Related Items (1)
This page was built for publication: Using kernel-based collocation methods to solve a delay partial differential equation with application to finance