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

From MaRDI portal
Revision as of 06:25, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Radial basis functions method for valuing options: a multinomial tree approach
scientific article

    Statements

    Radial basis functions method for valuing options: a multinomial tree approach (English)
    0 references
    0 references
    16 March 2017
    0 references
    Black-Scholes
    0 references
    radial basis functions method
    0 references
    convergence
    0 references
    American option
    0 references
    probability distribution
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references