A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627)
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scientific article; zbMATH DE number 7006990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator |
scientific article; zbMATH DE number 7006990 |
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A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (English)
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25 January 2019
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multiquadric RBF
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Heston-Hull-White equation
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semi-discretization
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weights
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exponential integrator
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