Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (Q952091): Difference between revisions
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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 |
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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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