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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.
2018 (English)In: Journal of Computational Science, ISSN 1877-7503, E-ISSN 1877-7511, Vol. 24, p. 209-217Article in journal (Refereed) Published
Place, publisher, year, edition, pages
2018. Vol. 24, p. 209-217
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Computational Mathematics
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URN: urn:nbn:se:uu:diva-323003DOI: 10.1016/j.jocs.2017.05.016ISI: 000426412200021OAI: oai:DiVA.org:uu-323003DiVA, id: diva2:1104642
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eSSENCEAvailable from: 2017-05-25 Created: 2017-06-01 Last updated: 2018-05-17Bibliographically approved

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Höök, JosefLarsson, Elisabethvon Sydow, Lina

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