Pricing European and American options by radial basis point interpolation (Q903013): Difference between revisions

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Property / DOI: 10.1016/j.amc.2014.11.016 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.amc.2014.11.016 / rank
 
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Latest revision as of 07:56, 10 December 2024

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Pricing European and American options by radial basis point interpolation
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    Pricing European and American options by radial basis point interpolation (English)
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    4 January 2016
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    radial basis point interpolation
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    meshfree method
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    option pricing
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    Black-Scholes
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    projected successive overrelaxation
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    penalty method
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