RBF methods in a stochastic volatility framework for Greeks computation (Q2186934)
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scientific article; zbMATH DE number 7210579
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| English | RBF methods in a stochastic volatility framework for Greeks computation |
scientific article; zbMATH DE number 7210579 |
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RBF methods in a stochastic volatility framework for Greeks computation (English)
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10 June 2020
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radial basis functions methods
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Greeks computation
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Heston model
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0.8536034226417542
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0.8389679789543152
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0.8125115036964417
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0.7914471626281738
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