A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (Q1631428)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Gaussian radial basis function-finite difference technique to simulate the HCIR equation |
scientific article; zbMATH DE number 6989851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gaussian radial basis function-finite difference technique to simulate the HCIR equation |
scientific article; zbMATH DE number 6989851 |
Statements
A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (English)
0 references
6 December 2018
0 references
meshless method
0 references
Gaussian RBF
0 references
RBF-FD
0 references
Heston-Cox-Ingresoll-Ross model
0 references
HCIR PDE
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8751595
0 references
0.86308336
0 references
0.8609315
0 references
0.8599087
0 references
0.8580593
0 references
0.85801995
0 references
0.8574671
0 references
