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"RBF methods in a Stochastic Volatility framework for Greeks computation."

Salvatore Cuomo, Francesco Piccialli, Federica Sica (2020)

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DOI: 10.1016/J.CAM.2020.112987

access: closed

type: Journal Article

metadata version: 2020-06-30

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Salvatore Cuomo, Francesco Piccialli, Federica Sica:
RBF methods in a Stochastic Volatility framework for Greeks computation. J. Comput. Appl. Math. 380: 112987 (2020)

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