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"Using radial basis functions to construct local volatility surfaces."

J. Glover, M. M. Ali (2011)

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DOI: 10.1016/J.AMC.2010.10.046

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - https://dblp.org/rec/journals/amc/GloverA11
J. Glover, M. M. Ali:
Using radial basis functions to construct local volatility surfaces. Appl. Math. Comput. 217(9): 4834-4839 (2011)

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