Sökning: "Slobodan Milovanović"
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1. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives
Sammanfattning : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. LÄS MER
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