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A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems.
Rafael Company
Vera N. Egorova
Lucas Jódar
Fazlollah Soleymani
Published in:
Math. Model. Anal. (2018)
Keyphrases
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radial basis function
rbf neural network
high dimensional
support vector machine svm
neural network
objective function
basis functions
rbf network
data sets
decision making
image processing
fuzzy sets
sensitivity analysis
multilayer perceptron
numerical methods