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Tools for Computational Finance
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Tools for Computational Finance (2017)Tools for Computational FinanceRadial Basis Functions with Partition of Unity Method for American Options with Stochastic Volatility (2017)Radial Basis Functions with P…The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)An RBF–FD method for pricing American options under jump–diffusion models (2018)
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  • 2017Radial Basis Functions with Partition of Unity Method for American Options with Stochastic Volatility38 cited

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