Radial Basis Functions with Partition of Unity Method for American Options with Stochastic Volatility
Crossref DOI link: https://doi.org/10.1007/s10614-017-9739-8
Published Online: 2017-09-07
Published Print: 2019-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mollapourasl, Reza
Fereshtian, Ali
Vanmaele, Michèle
Text and Data Mining valid from 2017-09-07
Article History
Accepted: 30 August 2017
First Online: 7 September 2017