Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function - finite difference procedure

Author:

Ahmed Nawzad M.,Soleymani FazlollahORCID,Saeed Rostam K.

Publisher

Elsevier BV

Reference54 articles.

1. On the inception of financial representative bubbles;Ferrara;Mathematics,2017

2. An iteration algorithm for American options pricing based on reinforcement learning;Li;Symmetry,2022

3. Foundations of computational finance;Adhikari;Math J,2020

4. A high order method for pricing of financial derivatives using radial basis function generated finite differences;Milovanović;Math Comput Simulation,2020

5. Derivatives: the theory and practice of financial engineering;Wilmott,1998

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