Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (Q952091): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q60511950, #quickstatements; #temporary_batch_1707161894653 |
Removed claim: author (P16): Item:Q499267 |
||
| Property / author | |||
| Property / author: Elisabeth Larsson / rank | |||
Revision as of 16:09, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform |
scientific article |
Statements
Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (English)
0 references
6 November 2008
0 references
radial basis function
0 references
RBF
0 references
generalized Fourier transform
0 references
GFT
0 references
Black-Scholes equation
0 references
