Radial basis function based finite difference operator...

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Radial basis function based finite difference operator splitting method for pricing American option

Kadalbajoo, Mohan K., Kumar, Alpesh, Tripathi, Lok Pati
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Language:
english
Journal:
International Journal of Computer Mathematics
DOI:
10.1080/00207160.2017.1395870
Date:
October, 2017
File:
PDF, 715 KB
english, 2017
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