Pricing foreign exchange options under stochastic volatility and interest rates using an RBF-FD method.

Fazlollah Soleymani Andrey Itkin

Published in: J. Comput. Sci. (2019)

Keyphrases

support vector machine svm
objective function
probabilistic model
databases
significant improvement
detection method
long term
state space
image classification
basis functions
radial basis function
rbf neural network