Radial basis function based finite difference operator splitting method for pricing American option
Kadalbajoo, Mohan K., Kumar, Alpesh, Tripathi, Lok PatiLanguage:
english
Journal:
International Journal of Computer Mathematics
DOI:
10.1080/00207160.2017.1395870
Date:
October, 2017
File:
PDF, 715 KB
english, 2017