Forward deterministic pricing of options using Gaussian radial basis functions

Jamal Amani Rad, Lars Josef Höök, Elisabeth Larsson, Lina von Sydow. Forward deterministic pricing of options using Gaussian radial basis functions. J. Comput. Science, 24:209-217, 2018. [doi]

Authors

Jamal Amani Rad

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Lars Josef Höök

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Elisabeth Larsson

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Lina von Sydow

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