Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function -- finite difference procedure (Q6545928)
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scientific article; zbMATH DE number 7855375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function -- finite difference procedure |
scientific article; zbMATH DE number 7855375 |
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Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function -- finite difference procedure (English)
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29 May 2024
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high-dimensional PDEs
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graded meshes
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method of lines (MOL)
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radial basis function (RBF)
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Krylov subspace method
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