Valuation of Option Pricing with Meshless Radial Basis Functions Approximation
M. O. Durojaye & J. K. Odeyemi · Asian Journal of Advanced Research and Reports · 2020
This work focuses on valuation scheme of European and American options of single asset with meshless radial basis approximations. The prices are governed by Black – Scholes equations. The option price is approximated with three infinitely smooth positive definite radial basis fun...