Work

Forward deterministic pricing of options using Gaussian radial basis functions

Year: 2017

Type: article

Source: Journal of Computational Science

DOI: 10.1016/j.jocs.2017.05.016

Authors: Jamal Amani Rad, Josef Höök, Elisabeth Larsson, Lina von Sydow

Institutions: Shahid Beheshti University, Uppsala University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2620021488

FWCI: 3.975

Cites: 40

Cited by: 26

Related to: 10