On a new family of radial basis functions: Mathematical analysis and applications to option pricing

Author:

Kazemi Seyed-Mohammad-Mahdi,Dehghan Mehdi,Foroush Bastani Ali

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference87 articles.

1. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973

2. Theory of rational option pricing;Merton;Bell J. Econ. Manage. Sci.,1973

3. Applications of option-pricing theory: twenty-five years later (digest summary);Merton;Amer. Econ. Rev.,1998

4. American option valuation: new bounds, approximations and a comparison of existing methods;Broadie;Rev. Financ. Stud.,1996

5. American-Style Derivatives: Valuation and Computation;Detemple,2006

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