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]
@article{CuomoST20,
title = {Greeks computation in the option pricing problem by means of RBF-PU methods},
author = {Salvatore Cuomo and Federica Sica and Gerardo Toraldo},
year = {2020},
doi = {10.1016/j.cam.2020.112882},
url = {https://doi.org/10.1016/j.cam.2020.112882},
researchr = {https://researchr.org/publication/CuomoST20},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {376},
pages = {112882},
}