Radial basis functions method for valuing options: a multinomial tree approach (Q515756)
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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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