A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381)
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scientific article; zbMATH DE number 7394603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems |
scientific article; zbMATH DE number 7394603 |
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A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (English)
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13 September 2021
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radial basis functions
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cross derivative elimination
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Wendland function
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multi-asset problem
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American option pricing
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