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Latest revision as of 18:46, 28 June 2024

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Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform
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    Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (English)
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    6 November 2008
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    radial basis function
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    RBF
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    generalized Fourier transform
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    GFT
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    Black-Scholes equation
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