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Latest revision as of 04:20, 17 July 2024

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Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach
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    Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (English)
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    1 November 2018
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    radial basis function
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    option pricing
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    Black-Scholes
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    Heston
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    barrier option
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    American option
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    operator splitting
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