On Multilevel RBF Collocation to Solve Nonlinear PDEs Arising from Endogenous Stochastic Volatility Models
Bastani, Ali Foroush, Dastgerdi, Maryam Vahid, Mighani, AbolfazlLanguage:
english
Journal:
Communications in Nonlinear Science and Numerical Simulation
DOI:
10.1016/j.cnsns.2017.11.003
Date:
November, 2017
File:
PDF, 970 KB
english, 2017