Pricing Financial Derivatives using Radial Basis Function generated Finite Differences with Polyharmonic Splines on Smoothly Varying Node Layouts
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- Milovanović, Slobodan & von Sydow, Lina, 2020. "A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 174(C), pages 205-217.
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