A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options |
scientific article |
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A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (English)
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31 January 2020
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RBF-HFD
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fourth-order convergence
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cash-or-nothing
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asset-or-nothing
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initial condition
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