A novel local meshless scheme based on the radial basis function for pricing multi-asset options
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Publication:5884015
DOI10.22034/cmde.2021.44790.1891OpenAlexW3195031134MaRDI QIDQ5884015
Aghdam Yones Esmaeelzade, S. Ahanj, H. Mesgarani
Publication date: 19 March 2023
Full work available at URL: https://doi.org/10.22034/cmde.2021.44790.1891
Financial applications of other theories (91G80) Functional-differential equations with fractional derivatives (34K37) Interpolation and approximation (educational aspects) (97N50)
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