Approximation by Radial-Basis Function networks - Application to option pricing (2003)
AUTHORS:
Lendasse Amaury
,
Lee John A.,
de Bodt Eric,
Wertz Vincent,
Verleysen Michel
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.5.4676
INTERNALPDF:
internalpdf/Publication143.pdf
@inbook{ Lendasse03_9, author = "Lendasse, Amaury and Lee, John A. and de Bodt, Eric and Wertz, Vincent and Verleysen, Michel", chapter = "10 in Connectionist Approaches in Economics and Management Sciences", publisher = "Kluwer academic", title = "Approximation by Radial-Basis Function networks - Application to option pricing", url = "http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.5.4676", series = "Advances in Computational Management Science, C. Lesage and M. Cottrell editors", corerank = "NA", url_pdf = "http://www.cis.hut.fi/projects/tsp/Publications/Publication143.pdf", responsibleauthor = "Lendasse, Amaury", flags = "AIRC", year = "2003", internalpdf = "Publication143.pdf", unitcode = "T3060=100", impactfactor = "A3", pages = "203--214", volume = "6" }