EDITORIAL: STOCHASTIC AND COMPUTATIONAL METHODS IN FINANCE
نویسندگان
چکیده
منابع مشابه
Radial basis function methods in computational finance
Radial basis function (RBF) based approximation methods for numerical solution of partial differential equations are interesting due to their potentially spectral accuracy and due to being meshfree. This could be especially beneficial for high dimensional problems, where meshing is non-trivial. In this work, we present different RBF approaches and evaluate them on a multi-asset option pricing p...
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ژورنال
عنوان ژورنال: The ANZIAM Journal
سال: 2016
ISSN: 1446-1811,1446-8735
DOI: 10.1017/s1446181115000462