Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (Q952091)
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scientific article; zbMATH DE number 5362093
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| English | Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform |
scientific article; zbMATH DE number 5362093 |
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Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (English)
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6 November 2008
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radial basis function
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RBF
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generalized Fourier transform
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GFT
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Black-Scholes equation
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0.8393463492393494
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0.8056439757347107
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0.7939901947975159
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0.7797629833221436
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0.779481053352356
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