Application of the local radial basis function-based finite difference method for pricing American options (Q5266153)
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scientific article; zbMATH DE number 6467870
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of the local radial basis function-based finite difference method for pricing American options |
scientific article; zbMATH DE number 6467870 |
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Application of the local radial basis function-based finite difference method for pricing American options (English)
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30 July 2015
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radial basis function
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finite difference
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Black-Scholes equation
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American option
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