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A new radial basis functions method for pricing American options under Merton's jump-diffusion model.

Aslam Aly El-Faïdal SaibDésiré Yannick TangmanMuddun Bhuruth
Published in: Int. J. Comput. Math. (2012)
Keyphrases
  • diffusion model
  • radial basis function
  • basis functions
  • edge detection
  • natural images
  • neural network
  • training data
  • artificial neural networks
  • high order