Options valuation by using radial basis function approximation
type: Item
instance of: scholarly article
title: Options valuation by using radial basis function approximation
zbMATH Open document ID: 1195.91047
author: Yumi Goto
author: Zhai Fei
author: Shen Kan
author: Eisuke Kita
published in: Engineering Analysis with Boundary Elements
publication date: 2010-09-28T00:00:00Z
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 5792872
zbMATH Keywords: option contract
zbMATH Keywords: European option
zbMATH Keywords: barrier option
zbMATH Keywords: asian option
zbMATH Keywords: radial basis function
MaRDI profile type: Publication
full work available at URL: j.enganabound.2007.02.001
OpenAlex ID: W2079967486
cites work: A quasi-radial basis functions method for American options pricing.
cites work: The pricing of options and corporate liabilities
DOI: 10.1016/J.ENGANABOUND.2007.02.001
description: scientific article; zbMATH DE number 5792872