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• W2794414174 abstract "Abstract This study employs the meshfree radial basis point interpolation (RBPI) for pricing real estate derivatives contingent on real estate index. This method combines radial and polynomial basis functions, which can guarantee the interpolation scheme with Kronecker property and effectively improve accuracy. An exponential change of variables, a mesh refinement algorithm and the Richardson extrapolation are employed in this study to implement the RBPI. Numerical results are presented to examine the computational efficiency and accuracy of our method." @default.
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• W2794414174 date "2018-06-01" @default.
• W2794414174 modified "2023-10-17" @default.
• W2794414174 title "Pricing and simulation for real estate index options: Radial basis point interpolation" @default.
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• W2794414174 doi "https://doi.org/10.1016/j.physa.2018.02.135" @default.
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