Radial basis functions method for valuing options: A multinomial tree approach.

Shengliang Zhang

Published in: J. Comput. Appl. Math. (2017)

Keyphrases

neural network
radial basis function
pattern recognition
artificial neural networks
rbf network
probabilistic model
feed forward
similarity measure
tree structure
data sets
image processing
text classification
support vector machine svm
sensitivity analysis
pattern classification