RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function (Q2226775)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function |
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RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function (English)
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9 February 2021
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generalized multiquadric
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unstructured grids
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RBF-FD method
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jump-diffusion model
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stochastic volatility
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