Application of the local radial basis function-based finite difference method for pricing American options

Author： Kadalbajoo Mohan K.   Kumar Alpesh   Tripathi Lok Pati  

Publisher： Taylor & Francis Ltd

E-ISSN： 1029-0265|92|8|1608-1624

ISSN： 0020-7160

Source： International Journal of Computer Mathematics, Vol.92, Iss.8, 2015-08, pp. : 1608-1624

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