Pricing European and American options by radial basis point interpolation (Q903013): Difference between revisions

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Latest revision as of 07:22, 11 July 2024

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Pricing European and American options by radial basis point interpolation
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    Pricing European and American options by radial basis point interpolation (English)
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    4 January 2016
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    radial basis point interpolation
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    meshfree method
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    option pricing
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    Black-Scholes
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    projected successive overrelaxation
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    penalty method
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