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Forward deterministic pricing of options using Gaussian radial basis functions
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
2017 (English)In: Journal of Computational Science, ISSN 1877-7503, E-ISSN 1877-7511Article in journal (Refereed) Epub ahead of print
Place, publisher, year, edition, pages
2017.
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Computational Mathematics
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URN: urn:nbn:se:uu:diva-323003DOI: 10.1016/j.jocs.2017.05.016OAI: oai:DiVA.org:uu-323003DiVA: diva2:1104642
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Available from: 2017-05-25 Created: 2017-06-01 Last updated: 2017-06-01Bibliographically approved

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The full text will be freely available from 2018-05-25 23:59
Available from 2018-05-25 23:59

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Höök, JosefLarsson, Elisabethvon Sydow, Lina
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