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Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform
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. (ANLA)
2008 (English)In: Journal of Computational and Applied Mathematics, ISSN 0377-0427, E-ISSN 1879-1778, Vol. 222, p. 175-192Article in journal (Refereed) Published
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2008. Vol. 222, p. 175-192
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Computational Mathematics Computer Sciences
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URN: urn:nbn:se:uu:diva-11846DOI: 10.1016/j.cam.2007.10.039ISI: 000260709500013OAI: oai:DiVA.org:uu-11846DiVA, id: diva2:39615
Available from: 2008-10-02 Created: 2008-10-02 Last updated: 2022-01-28Bibliographically approved

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Larsson, Elisabeth

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