LOCALIZED RADIAL BASIS FUNCTIONS FOR NO-ARBITRAGE PRICING OF OPTIONS UNDER STOCHASTIC ALPHA–BETA–RHO DYNAMICS (Q5158754)
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scientific article; zbMATH DE number 7414000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCALIZED RADIAL BASIS FUNCTIONS FOR NO-ARBITRAGE PRICING OF OPTIONS UNDER STOCHASTIC ALPHA–BETA–RHO DYNAMICS |
scientific article; zbMATH DE number 7414000 |
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LOCALIZED RADIAL BASIS FUNCTIONS FOR NO-ARBITRAGE PRICING OF OPTIONS UNDER STOCHASTIC ALPHA–BETA–RHO DYNAMICS (English)
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26 October 2021
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stochastic alpha-beta-rho model
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local radial basis functions
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financial options
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no-arbitrage prices
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