scientific article
zbMath1411.91612MaRDI QIDQ2973279
Geeta Arora, Gurpreet Singh Bhatia
Publication date: 3 April 2017
Full work available at URL: http://nonlinearstudies.com/index.php/nonlinear/article/view/1460
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
option pricingpartial differential equationradial basis functionBlack-Scholes equationradial basis function finite differenceradial basis function partition of unity
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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