Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245): Difference between revisions
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Revision as of 09:26, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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