A Radial Basis Function-Generated Finite Difference Method to Evaluate Real Estate Index Options
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DOI: 10.1007/s10614-019-09924-9
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Cited by:
- Peiwei Cao & Xubiao He, 2024. "Machine Learning Solutions for Fast Real Estate Derivatives Pricing," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2003-2032, October.
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Keywords
Local meshless method; RBF-FD method; Multiquadric; Real estate index option;All these keywords.
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