Local Volatility Function Approximation Using Reconstructed Radial Basis Function Networks

Bo Hyun Kim, Daewon Lee, Jaewook Lee. Local Volatility Function Approximation Using Reconstructed Radial Basis Function Networks. In Jun Wang, Zhang Yi, Jacek M. Zurada, Bao-Liang Lu, Hujun Yin, editors, Advances in Neural Networks - ISNN 2006, Third International Symposium on Neural Networks, Chengdu, China, May 28 - June 1, 2006, Proceedings, Part III. Volume 3973 of Lecture Notes in Computer Science, pages 524-530, Springer, 2006. [doi]

Abstract

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