المؤلفون: Company Rossi, Rafael, Egorova, Vera, Jódar Sánchez, Lucas, Soleymani, Fazlollah

المصدر: Mathematical Modelling and Analysis, 2018, 23(1), 117-138

مصطلحات موضوعية: Radial basis functions, Cross derivative elimination, Wendland function, Multiasset problem, American option pricing

Relation: MTM2013-41765-P; http://hdl.handle.net/10902/18056

الاتاحة: http://hdl.handle.net/10902/18056
https://doi.org/10.3905/jod.2012.19.4.029

المؤلفون: Rafael Company, Vera N. Egorova, Lucas Jodar, Fazlollah Soleymani

المساهمون: Universidad de Cantabria

المصدر: Mathematical Modelling and Analysis, Vol 23, Iss 1 (2018)
Mathematical Modelling and Analysis, 2018, 23(1), 117-138
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
Mathematical Modelling and Analysis; Vol 23 No 1 (2018); 117-138
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname

مصطلحات موضوعية: multi-asset problem, Basis function, 010103 numerical & computational mathematics, 01 natural sciences, Shape parameter, Matrix (mathematics), Radial basis functions, American option pricing, Factorization, QA1-939, Applied mathematics, Radial basis function, 0101 mathematics, Mathematics, Valuation (algebra), radial basis functions, Wendland function, 010101 applied mathematics, Nonlinear system, cross derivative elimination, Cross derivative elimination, Valuation of options, Multi-asset problem, Modeling and Simulation, Multiasset problem, MATEMATICA APLICADA, Analysis

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::41d31083af78163fc34bf33b5a29ebb9
https://journals.vgtu.lt/index.php/MMA/article/view/265