"An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial ..."

Malik Zaka Ullah (2020)

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DOI: 10.1016/J.CAMWA.2019.07.011

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type: Journal Article

metadata version: 2022-01-03

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Malik Zaka Ullah:
An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations. Comput. Math. Appl. 79(2): 426-439 (2020)

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