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Pricing European and American options by radial basis point interpolation

Crossref DOI link: https://doi.org/10.1016/j.amc.2014.11.016

Published Print: 2015-01

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Rad, Jamal Amani

Parand, Kourosh

Ballestra, Luca Vincenzo
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Article Title: Pricing European and American options by radial basis point interpolation

Journal Title: Applied Mathematics and Computation

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.amc.2014.11.016

Content Type: article

Copyright: Copyright © 2014 Elsevier Inc. All rights reserved.