Inverse multi-quadric RBF for computing the weights of FD method: application to American options (Q2207970)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse multi-quadric RBF for computing the weights of FD method: application to American options |
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Inverse multi-quadric RBF for computing the weights of FD method: application to American options (English)
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23 October 2020
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radial basis function
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RBF-FD method
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FD weights
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American option
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inverse multi-quadric
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