The evaluation of compound options based on RBF approximation methods (Q1654739)
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scientific article; zbMATH DE number 6915055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The evaluation of compound options based on RBF approximation methods |
scientific article; zbMATH DE number 6915055 |
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The evaluation of compound options based on RBF approximation methods (English)
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9 August 2018
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compound option
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RBF-QR
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Black-Scholes
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multi-asset option
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