A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A high order method for pricing of financial derivatives using radial basis function generated finite differences |
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A high order method for pricing of financial derivatives using radial basis function generated finite differences (English)
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2 February 2021
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pricing of financial derivatives
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radial basis function generated finite differences
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high-order methods
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smoothing of initial data
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