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    2016
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    Radial basis function partition of unity methods for pricing vanilla basket options
    8 years 1 months ago
    Radial basis function partition of unity methods for pricing vanilla basket options
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    Mesh-free methods based on radial basis function (RBF) approximation are widely used for solving PDE problems. They are flexible with respect to the problem geometry and highly a...
    Victor Shcherbakov, Elisabeth Larsson
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