On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a new family of radial basis functions: mathematical analysis and applications to option pricing |
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On a new family of radial basis functions: mathematical analysis and applications to option pricing (English)
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27 September 2017
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radial basis functions
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repeated integrals of complementary error function
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American options as free boundary problems
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artificial boundary conditions
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Bernstein functions
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completely monotone functions
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