A Local Radial Basis Function Method for Pricing Options Under the Regime Switching Model.
Hengguang LiReza MollapouraslMajid HaghiPublished in: J. Sci. Comput. (2019)
Keyphrases
- rbf neural network
- radial basis function
- support vector machine svm
- rbf network
- basis functions
- optimization method
- linear model
- prediction model
- black scholes model
- ls svm
- bp neural network
- neural network model
- artificial neural networks
- multilayer perceptron
- clustering method
- optimization algorithm
- similarity measure
- image processing
- machine learning