Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option
type: Item
instance of: scholarly article
title: Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option
zbMATH Open document ID: 1360.91154
author: M. K. Kadalbajoo
author: Alpesh Kumar
author: Lok Pati Tripathi
publication date: 2017-05-03T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M70
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6710703
zbMATH Keywords: radial basis function
zbMATH Keywords: finite difference
zbMATH Keywords: L-stable method
zbMATH Keywords: exotic option
MaRDI profile type: Publication
full work available at URL: j.camwa.2013.06.002
OpenAlex ID: W1993325370
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DOI: 10.1016/J.CAMWA.2013.06.002
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 6710703