A quasi-radial basis functions method for American options pricing

Computers and Mathematics with Applications

Volumn 43, Issue 3-5, 2002, Pages 513-524

  Hon, Y C ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

American options; Quasi interpolation; Radial basis functions

Indexed keywords

APPROXIMATION THEORY; BOUNDARY CONDITIONS; INTERPOLATION; PROBLEM SOLVING;

QUASI RADIAL BASIS FUNCTIONS;

BOUNDARY VALUE PROBLEMS;

EID: 0036467773     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0898-1221(01)00302-9     Document Type: Article

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