Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function -- finite difference procedure

Derivative securities (option pricing, hedging, etc.) (91G20) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Applications to the sciences (65Z05)

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Cited In (1)

RBF–based IMEX finite difference schemes for pricing option under liquidity switching

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