Improved radial basis function methods for multi-dimensional option pricing

Ulrika Pettersson, Elisabeth Larsson, Gunnar Marcusson, Jonas Persson

Source record

Source: Crossref

Published: Dec 1, 2008

DOI: 10.1016/j.cam.2007.10.038

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.