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

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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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