Solution of Black-Scholes Equation By Using RBF Approximation
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Publication:2820624
DOI10.1007/978-3-540-46375-7_53zbMath1344.91017OpenAlexW2221205837MaRDI QIDQ2820624
Zhai Fei, Yumi Goto, Eisuke Kita
Publication date: 9 September 2016
Published in: Frontiers of Computational Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-46375-7_53
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)
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