Greeks computation in the option pricing problem by means of RBF-PU methods

Salvatore Cuomo, Federica Sica, Gerardo Toraldo. Greeks computation in the option pricing problem by means of RBF-PU methods. J. Computational Applied Mathematics, 376:112882, 2020. [doi]

Authors

Salvatore Cuomo

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Federica Sica

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Gerardo Toraldo

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