Application of RBF Method for Pricing Options
碩士 === 義守大學 === 財務金融學系碩士班 === 96 === In this paper, we valuate options of single asset by using radial basis function (RBF) approach, which is rarely known in Taiwan. We utilize binomial tree model to generate the computing domain and adjust the iteration to enhance the accuracy of pricing. The revi...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/21262252573974560320 |