Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598)
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scientific article; zbMATH DE number 7258748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Radial basis function partition of unity methods for pricing vanilla basket options |
scientific article; zbMATH DE number 7258748 |
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Radial basis function partition of unity methods for pricing vanilla basket options (English)
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11 October 2020
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radial basis function
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partition of unity
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option pricing
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basket option
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penalty method
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