Application of the local radial basis function-based finite...

International Journal of Computer Mathematics 2015 / 08 Vol. 92; Iss. 8

Application of the local radial basis function-based finite difference method for pricing American options

Kadalbajoo, Mohan K., Kumar, Alpesh, Tripathi, Lok Pati
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Volume:
92
Language:
english
Journal:
International Journal of Computer Mathematics
DOI:
10.1080/00207160.2014.950571
Date:
August, 2015
File:
PDF, 416 KB
english, 2015
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