Multivariate Option Pricing Using Quasi-interpolation Based on Radial Basis Functions.
Liquan MeiPeipei ChengPublished in: ICIC (1) (2008)
Keyphrases
- radial basis function
- option pricing
- black scholes
- stock price
- artificial neural networks
- neural network
- support vector
- multilayer perceptron
- basis functions
- support vector machine svm
- support vector machine
- decision analysis
- real option
- multivariate time series
- black scholes model
- numerical methods
- non stationary
- fuzzy logic
- high dimensional
- expert systems
- training data
- genetic algorithm