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Improved radial basis function methods for multi-dimensional option pricing
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis. (ndim)
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis. (ndim)
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis. (ndim)
2006 (English)Report (Other academic)
Place, publisher, year, edition, pages
2006.
Series
Technical report / Department of Information Technology, Uppsala University, ISSN 1404-3203 ; 2006-028
National Category
Computational Mathematics Computer Science
Identifiers
URN: urn:nbn:se:uu:diva-80801OAI: oai:DiVA.org:uu-80801DiVA: diva2:108715
Available from: 2008-02-13 Created: 2008-02-13 Last updated: 2011-11-18Bibliographically approved

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http://www.it.uu.se/research/publications/reports/2006-028/

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Pettersson, UlrikaLarsson, ElisabethPersson, Jonas

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