Pricing European and American options by radial basis point interpolation (Q903013)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing European and American options by radial basis point interpolation |
scientific article; zbMATH DE number 6526112
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing European and American options by radial basis point interpolation |
scientific article; zbMATH DE number 6526112 |
Statements
Pricing European and American options by radial basis point interpolation (English)
0 references
4 January 2016
0 references
radial basis point interpolation
0 references
meshfree method
0 references
option pricing
0 references
Black-Scholes
0 references
projected successive overrelaxation
0 references
penalty method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8567742705345154
0 references
0.8410627841949463
0 references
0.8365650177001953
0 references
0.8358277082443237
0 references
