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Pricing derivatives under multiple stochastic factors by localized RBF methods
(Avdelningen för beräkningsvetenskap, Division of Scientific Computing)
(Avdelningen för beräkningsvetenskap, Division of Scientific Computing)
(English)Manuscript (preprint) (Other academic)
National Category
Computational Mathematics
Identifiers
URN: urn:nbn:se:uu:diva-333468OAI: oai:DiVA.org:uu-333468DiVA: diva2:1156673
Available from: 2017-11-14 Created: 2017-11-14 Last updated: 2017-11-21
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Milovanović, SlobodanShcherbakov, Victor
Computational Mathematics

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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Language
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Output format
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