A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences.
Slobodan MilovanovicLina von SydowPublished in: Math. Comput. Simul. (2020)
Keyphrases
- high order
- radial basis function
- pairwise
- rbf neural network
- higher order
- support vector machine svm
- support vector machine
- rbf network
- lower order
- data sets
- optimization method
- dynamic programming
- pattern recognition
- objective function
- neural network
- basis functions
- similarity measure
- prediction model
- image segmentation
- machine learning
- low order