Radial basis functions method for valuing options: a multinomial tree approach (Q515756): Difference between revisions
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Revision as of 01:01, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Radial basis functions method for valuing options: a multinomial tree approach |
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Radial basis functions method for valuing options: a multinomial tree approach (English)
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16 March 2017
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Black-Scholes
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radial basis functions method
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convergence
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American option
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probability distribution
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