A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A trustable shape parameter in the kernel-based collocation method with application to pricing financial options |
scientific article |
Statements
A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (English)
0 references
13 April 2021
0 references
radial basis function
0 references
kernel-based collocation method
0 references
optimal shape parameter
0 references
high-dimensional PDEs
0 references
partial integro-differential equations
0 references
option pricing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
