Greeks computation in the option pricing problem by means of RBF-PU methods (Q1987467)
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scientific article; zbMATH DE number 7189452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Greeks computation in the option pricing problem by means of RBF-PU methods |
scientific article; zbMATH DE number 7189452 |
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Greeks computation in the option pricing problem by means of RBF-PU methods (English)
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15 April 2020
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option pricing
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greeks computation
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radial basis functions methods in finance
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partition of unity
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