A novel local meshless scheme based on the radial basis function for pricing multi-asset options

DOI10.22034/cmde.2021.44790.1891OpenAlexW3195031134MaRDI QIDQ5884015

Aghdam Yones Esmaeelzade, S. Ahanj, H. Mesgarani

Publication date: 19 March 2023

Full work available at URL: https://doi.org/10.22034/cmde.2021.44790.1891

zbMATH Keywords

pseudo-differential operatorsadjointsseparation-preserving operators

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Functional-differential equations with fractional derivatives (34K37) Interpolation and approximation (educational aspects) (97N50)

Related Items (1)

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Cites Work

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