Pricing European and American options by radial basis point interpolation.

Jamal Amani Rad Kourosh Parand Luca Vincenzo Ballestra

Published in: Appl. Math. Comput. (2015)

Keyphrases

radial basis
option pricing
neural network
probabilistic neural network
black scholes model
support vector machine
radial basis function
machine learning
genetic algorithm
decision making
artificial neural networks
multi objective