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Radial basis functions with application to finance: American put option under jump diffusion.

Ahmad GolbabaiDavood AhmadianMariyan Milev
Published in: Math. Comput. Model. (2012)
Keyphrases
  • radial basis function
  • basis functions
  • generalization capabilities
  • function approximation
  • face recognition
  • optimal solution
  • support vector
  • state space
  • linear combination
  • neural nets