Pricing European passport option with radial basis function (Q1791773)
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scientific article; zbMATH DE number 6951641
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Pricing European passport option with radial basis function |
scientific article; zbMATH DE number 6951641 |
Statements
Pricing European passport option with radial basis function (English)
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11 October 2018
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passport option
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radial basis function
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numerical schemes
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0.8094457983970642
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0.7975512146949768
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0.7865105867385864
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0.7765788435935974
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