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"Radial-basis-function-based finite difference operator splitting method ..."

Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi (2018)

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DOI: 10.1080/00207160.2017.1395870

access: closed

type: Journal Article

metadata version: 2020-10-26

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Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi:
Radial-basis-function-based finite difference operator splitting method for pricing American options. Int. J. Comput. Math. 95(11): 2343-2359 (2018)

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