"Radial Basis Function generated Finite Differences for option pricing ..."

Slobodan Milovanovic, Lina von Sydow (2018)

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DOI: 10.1016/J.CAMWA.2017.11.015

access: closed

type: Journal Article

metadata version: 2020-02-17

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Slobodan Milovanovic, Lina von Sydow:
Radial Basis Function generated Finite Differences for option pricing problems. Comput. Math. Appl. 75(4): 1462-1481 (2018)

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