Options valuation by using radial basis function approximation (Q1958378)
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scientific article; zbMATH DE number 5792872
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options valuation by using radial basis function approximation |
scientific article; zbMATH DE number 5792872 |
Statements
Options valuation by using radial basis function approximation (English)
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28 September 2010
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option contract
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European option
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barrier option
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asian option
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radial basis function
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