research
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08/17/2018
A High Order Method for Pricing of Financial Derivatives using Radial Basis Function generated Finite Differences
In this paper, we consider the numerical pricing of financial derivative...
research
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08/07/2018
Pricing Financial Derivatives using Radial Basis Function generated Finite Differences with Polyharmonic Splines on Smoothly Varying Node Layouts
In this paper, we study the benefits of using polyharmonic splines and n...
research
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11/27/2017