Numerical Solution of Multi-Asset Option Pricing Problems Using an Improved RBF-DQ Method
In this paper, a modification of the original global radial basis functions-based differential quadrature (RBF-DQ) method is set forth and analyzed. The improved RBF-DQ method is applicable to the numerical approximation of solutions of a wide range of partial differential equations (PDEs) with mixe...
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| Main Authors: | , |
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| Format: | บทความวารสาร |
| Language: | English |
| Published: |
Science Faculty of Chiang Mai University
2019
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| Online Access: | http://it.science.cmu.ac.th/ejournal/dl.php?journal_id=8499 http://cmuir.cmu.ac.th/jspui/handle/6653943832/63998 |
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| Institution: | Chiang Mai University |
| Language: | English |
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