Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598): Difference between revisions

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Revision as of 18:47, 23 July 2024

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Radial basis function partition of unity methods for pricing vanilla basket options
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    Radial basis function partition of unity methods for pricing vanilla basket options (English)
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    11 October 2020
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    radial basis function
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    partition of unity
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    option pricing
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    basket option
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    penalty method
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