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"Pricing European and American options by radial basis point interpolation."
Jamal Amani Rad, Kourosh Parand, Luca Vincenzo Ballestra (2015)
- Jamal Amani Rad
, Kourosh Parand
, Luca Vincenzo Ballestra
:
Pricing European and American options by radial basis point interpolation. Appl. Math. Comput. 251: 363-377 (2015)
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