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R. Company
V.N. Egorova
L. Jódar
and F. Soleymani
radial basis functions, cross derivative elimination, Wendland function, multi-asset problem, American option pricing
Math. Model. Anal., 23(1):117-138, 2018.
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems
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2018-02-19T08:49:23+02:00
radial basis functions, cross derivative elimination, Wendland function, multi-asset problem, American option pricing
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