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DOI10.19907/J.0490-6756.2021.031003zbMath1488.91163MaRDI QIDQ3381503

Tuo Yu, Yayong Tang

Publication date: 29 September 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

orthogonal polynomials basis function American option

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical radial basis function approximation (65D12)

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