Radial basis function partition of unity methods for pricing vanilla basket options
type: Item
instance of: scholarly article
title: Radial basis function partition of unity methods for pricing vanilla basket options
zbMATH Open document ID: 1443.91333
author: Victor Shcherbakov
author: Elisabeth Larsson
publication date: 2020-10-11T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M70
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7258748
zbMATH Keywords: radial basis function
zbMATH Keywords: partition of unity
zbMATH Keywords: option pricing
zbMATH Keywords: basket option
zbMATH Keywords: penalty method
describes a project that uses: rbf_qr
MaRDI profile type: Publication
full work available at URL: j.camwa.2015.11.007
OpenAlex ID: W1595182422
Wikidata QID: Q60511923
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DOI: 10.1016/J.CAMWA.2015.11.007
DBLP publication ID: journals/cma/ShcherbakovL16
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 7258748