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Radial basis function generated finite differences for option pricing problems
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.
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.
2018 (English)In: Computers and Mathematics with Applications, ISSN 0898-1221, E-ISSN 1873-7668, Vol. 75Article in journal (Refereed) Epub ahead of print
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2018. Vol. 75
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Computational Mathematics
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URN: urn:nbn:se:uu:diva-336813DOI: 10.1016/j.camwa.2017.11.015OAI: oai:DiVA.org:uu-336813DiVA: diva2:1167155
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Available from: 2017-12-01 Created: 2017-12-18 Last updated: 2017-12-18Bibliographically approved

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Milovanovic, Slobodanvon Sydow, Lina

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