Solution of Black-Scholes Equation By Using RBF Approximation

Zhai Fei; Yumi Goto; Eisuke Kita

Book Chapter

Solution of Black-Scholes Equation By Using RBF Approximation

Fei Z
Goto Y
Kita E

Springer Berlin Heidelberg, (2007), 339-343

DOI: 10.1007/978-3-540-46375-7_53

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Fei, Z., Goto, Y., & Kita, E. (2007). Solution of Black-Scholes Equation By Using RBF Approximation. In Frontiers of Computational Science (pp. 339–343). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-540-46375-7_53

Solution of Black-Scholes Equation By Using RBF Approximation

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