Nawdha Thakoor. A Compact-RBF-FD Scheme for Valuing Financial Derivatives Based on Short-Rate Models. In Osvaldo Gervasi, Beniamino Murgante, David Taniar, Bernady O. Apduhan, Ana Cristina Braga, Chiara Garau, Anastasia Stratigea, editors, Computational Science and Its Applications - ICCSA 2023 - 23rd International Conference, Athens, Greece, July 3-6, 2023, Proceedings, Part I. Volume 13956 of Lecture Notes in Computer Science, pages 139-151, Springer, 2023. [doi]
Abstract is missing.