"A high order method for pricing of financial derivatives using Radial ..."

Slobodan Milovanovic, Lina von Sydow (2020)

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DOI: 10.1016/J.MATCOM.2020.02.005

access: closed

type: Journal Article

metadata version: 2020-05-12

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Slobodan Milovanovic, Lina von Sydow:
A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences. Math. Comput. Simul. 174: 205-217 (2020)

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