Options valuation by using radial basis function approximation
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Publication:1958378
DOI10.1016/j.enganabound.2007.02.001zbMath1195.91047OpenAlexW2079967486MaRDI QIDQ1958378
Shen Kan, Eisuke Kita, Zhai Fei, Yumi Goto
Publication date: 28 September 2010
Published in: Engineering Analysis with Boundary Elements (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.enganabound.2007.02.001
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