High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736)
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scientific article; zbMATH DE number 7687501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility |
scientific article; zbMATH DE number 7687501 |
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High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (English)
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22 May 2023
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real estate index derivatives
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stochastic volatility
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Gaussian RBF-FD
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American options
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