Forward deterministic pricing of options using Gaussian radial basis functions.
Jamal Amani RadLars Josef HöökElisabeth LarssonLina von SydowPublished in: J. Comput. Sci. (2018)
Keyphrases
- radial basis function
- option pricing
- black scholes model
- rbf neural network
- double exponential
- rbf network
- artificial neural networks
- neural network
- orthogonal least squares
- basis functions
- support vector
- support vector machine svm
- multilayer perceptron
- function approximation
- generalization capabilities
- multi layer perceptron
- radial basis function neural network
- hidden layer
- activation function
- stock price
- compactly supported
- surface reconstruction
- support vector machine
- feature extraction