Radial basis functions method for valuing options: a multinomial tree approach (Q515756)
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scientific article; zbMATH DE number 6695723
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| English | Radial basis functions method for valuing options: a multinomial tree approach |
scientific article; zbMATH DE number 6695723 |
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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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0.8243680596351624
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0.8160443902015686
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0.8150908946990967
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0.8025076389312744
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