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- W2778752488 abstract "A highly accurate radial basis functions (RBFs) quasi-interpolation method for calculating American options prices has been presented by some researchers, which possesses a high order accuracy compared with existing numerical methods. In this study, we show the convergence of the proposed RBFs quasi-interpolation scheme from the view point of probability. It will be confirmed to be a multinomial tree approach, in which in one time step the underlying stock price can arrive at an infinity of possible values. This helps understand the high-order accuracy of the method." @default.
- W2778752488 created "2018-01-05" @default.
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- W2778752488 date "2017-12-01" @default.
- W2778752488 modified "2023-09-27" @default.
- W2778752488 title "Convergence of a highly accurate quasi-interpolation method for options pricing" @default.
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- W2778752488 doi "https://doi.org/10.1142/s2424786317500487" @default.
- W2778752488 hasPublicationYear "2017" @default.
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