Pricing European and American options by radial basis point interpolation

Jamal Amani Rad, Kourosh Parand, Luca Vincenzo Ballestra. Pricing European and American options by radial basis point interpolation. Applied Mathematics and Computation, 251:363-377, 2015. [doi]

Authors

Jamal Amani Rad

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Kourosh Parand

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Luca Vincenzo Ballestra

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