"Radial basis function partition of unity methods for pricing vanilla ..."

Victor Shcherbakov, Elisabeth Larsson (2016)

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DOI: 10.1016/J.CAMWA.2015.11.007

access: open

type: Journal Article

metadata version: 2021-02-11

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Victor Shcherbakov, Elisabeth Larsson:
Radial basis function partition of unity methods for pricing vanilla basket options. Comput. Math. Appl. 71(1): 185-200 (2016)

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