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On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models.

Ali Foroush BastaniMaryam Vahid DastgerdiAbolfazl Mighani
Published in: Commun. Nonlinear Sci. Numer. Simul. (2018)
Keyphrases
  • probabilistic model
  • stochastic models
  • artificial neural networks
  • radial basis function
  • stochastic processes
  • feature selection
  • support vector machine
  • stock price