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Radial Basis Function generated Finite Differences for Pricing Multi-Asset Financial Derivatives
Radial Basis Function generated Finite Differences for Pricing Multi-Asset Financial Derivatives
2017
Slobodan Milovanović
Lina von Sydow
Keywords:
Radial basis function
Financial economics
Economics
Derivative (finance)
Finance
Finite difference
Econometrics
Microeconomics
Correction
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