A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015)
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scientific article; zbMATH DE number 7665250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel local meshless scheme based on the radial basis function for pricing multi-asset options |
scientific article; zbMATH DE number 7665250 |
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19 March 2023
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pseudo-differential operators
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separation-preserving operators
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adjoints
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A novel local meshless scheme based on the radial basis function for pricing multi-asset options (English)
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