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Radial basis function partition of unity methods for pricing vanilla basket options.

Victor ShcherbakovElisabeth Larsson
Published in: Comput. Math. Appl. (2016)
Keyphrases
  • radial basis function
  • rbf network
  • learning algorithm
  • rbf neural network
  • genetic algorithm
  • fuzzy logic
  • option pricing
  • black scholes model