Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570)
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scientific article; zbMATH DE number 6710703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option |
scientific article; zbMATH DE number 6710703 |
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Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (English)
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3 May 2017
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radial basis function
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finite difference
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L-stable method
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exotic option
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