Pricing European and American options by radial basis point interpolation (Q903013)
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scientific article; zbMATH DE number 6526112
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing European and American options by radial basis point interpolation |
scientific article; zbMATH DE number 6526112 |
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Pricing European and American options by radial basis point interpolation (English)
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4 January 2016
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radial basis point interpolation
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meshfree method
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option pricing
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Black-Scholes
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projected successive overrelaxation
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penalty method
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