@Article{cmes.2004.005.201,
AUTHOR = {S.  Choi, M.D.  Marcozzi},
TITLE = {On the application of MQ-RBF to the valuation of derivative securities},
JOURNAL = {Computer Modeling in Engineering \& Sciences},
VOLUME = {5},
YEAR = {2004},
NUMBER = {3},
PAGES = {201--212},
URL = {http://www.techscience.com/CMES/v5n3/29681},
ISSN = {1526-1506},
ABSTRACT = {The general intractability of derivative security pricing models to numerical techniques arguably remains one of the preeminant problems of mathematical finance. In particular, the valuations of such models may be represented as solutions of variational inequalities of evolutionary type typically characterized by their high number of degrees of freedom, unbounded domains, and asymptotic behavior. We consider the application of Multi-Quadratic Radial Basis Functions (MQ-RBF) to the problem of option pricing.},
DOI = {10.3970/cmes.2004.005.201}
}