Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245): Difference between revisions
From MaRDI portal
Latest revision as of 04:20, 17 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach |
scientific article |
Statements
Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (English)
0 references
1 November 2018
0 references
radial basis function
0 references
option pricing
0 references
Black-Scholes
0 references
Heston
0 references
barrier option
0 references
American option
0 references
operator splitting
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references