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Results
Evaluation of Financial Options Using Radial Basis ...
www.mathematica-journal.com/.../evaluation-of-financial-options-using-...by M Kelly - Related articlesA radial basis function (RBF) is a function that depends only on the distance ... Radial Basis Function Methodology for the Black-Scholes Partial Differential ...- [PDF]
On the Numerical Solution of Black-Scholes Equation 1 ...
www.geocities.ws/mbilgekoc/NBTK2003.pdfby MB Koc - 2003 - Cited by 14 - Related articlesAbstract: A novel adaptive radial basis function scheme based on the radial basis func- tion methods is presented for the numerical solution of the Black-Scholes ... Pesquisa Operacional - Use of radial basis functions for ...
www.scielo.br/scielo.php?pid=S0101-74382009000200009&script...by GT Santos - 2009 - Cited by 4 - Related articlesDespite available analytical solutions, many classical and modified forms of the well-known Black-Scholes (BS) equation require fast and accurate numerical ...- [PDF]
A Numerical Study of Radial Basis Function Based Methods ...
arxiv.org/pdf/1011.5650arXivLoading...by RTL Chan - 2010 - Cited by 3 - Related articlesOct 26, 2011 - diffusion model using Radial Basis Function (RBF) interpolation ... for the classical Black and Scholes equation, both in the one and in the ... - [PDF]
Improved radial basis function methods for multi ...
www.it.uu.se/research/publications/.../2006-028-nc.pd...Uppsala UniversityLoading...by U Petterssona - Cited by 32 - Related articlesApr 29, 2006 - In this paper, we have derived a radial basis function (RBF) based method for the ... Key words: Radial basis function, Black–Scholes equation, ... - [PDF]
Option Pricing with Radial Basis Functions: A Tutorial - Wilmott
www.wilmott.com/pdfs/101117_pena.pdf
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