A new stable local radial basis function approach for option pricing
Year of publication: |
February 2017
|
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Authors: | Golbabai, A. ; Mohebianfar, E. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 49.2017, 2, p. 271-288
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Subject: | Local meshless method | Radial basis function | Black-Scholes equation | Unconditional stability | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
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