A High Order Method for Pricing of Financial Derivatives using Radial Basis Function generated Finite Differences.
Slobodan MilovanovicLina von SydowPublished in: CoRR (2018)
Keyphrases
- high order
- higher order
- radial basis function
- rbf neural network
- pairwise
- support vector machine svm
- dynamic programming
- similarity measure
- lower order
- feature set
- rbf network
- markov random field
- sequential minimal optimization
- low order
- optimization method
- genetic algorithm
- artificial neural networks
- support vector
- image processing