On a new family of radial basis functions: Mathematical analysis and applications to option pricing.
Seyed-Mohammad-Mahdi KazemiMehdi DehghanAli Foroush BastaniPublished in: J. Comput. Appl. Math. (2018)
Keyphrases
- mathematical analysis
- radial basis function
- option pricing
- stock price
- decision analysis
- black scholes
- neural network
- basis functions
- multilayer perceptron
- support vector machine svm
- support vector
- artificial neural networks
- black scholes model
- real option
- multi objective
- support vector machine
- genetic algorithm
- influence diagrams
- historical data
- implicit surfaces
- expert systems