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"Application of radial basis function with L-stable Padé time ..."

Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi (2013)

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DOI: 10.1016/J.CAMWA.2013.06.002

access: open

type: Journal Article

metadata version: 2021-02-11

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  - https://dblp.org/rec/journals/cma/KadalbajooKT13
Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi:
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option. Comput. Math. Appl. 66(4): 500-511 (2013)

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