A multiquadric quasi-interpolations method for CEV option pricing model
type: Item
instance of: scholarly article
title: A multiquadric quasi-interpolations method for CEV option pricing model
zbMATH Open document ID: 1418.91606
author: Shengliang Zhang
author: Yu Yang
author: Hongqiang Yang
published in: Journal of Computational and Applied Mathematics
publication date: 2018-12-06T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65D05
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 6989838
zbMATH Keywords: multiquadric quasi-interpolations
zbMATH Keywords: option pricing
zbMATH Keywords: CEV model
zbMATH Keywords: Greek letters
MaRDI profile type: Publication
full work available at URL: j.cam.2018.03.046
OpenAlex ID: W2801812810
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DOI: 10.1016/J.CAM.2018.03.046
description: scientific article; zbMATH DE number 6989838