Option Pricing Model Based on Newton-Raphson Iteration and RBF Neural Network Using Implied Volatility
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the performance of model, and the Table 7 shows the prediction results, where the average error of absolute value of the improved RBF strong predictor based on AdaBoost algorithm
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Evaluasi dari simulasi menunjukkan bahwa JST AGA RBF ( Adaptive Genetic Algorithm Radial Basis Function ) dapat memperbaiki akurasi untuk arsitektur JST RBF
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More specifically, when using a Heston model, consistent prices are obtained for the characteristic function pric- ing method, the backward finite difference method, the forward finite
The 6th International Power Electronics Drive Systems and Technologies Conference PEDSTC2015 3-4 February 2015, Shahid Beheshti University, Tehran, Iran Output Feedback Tra j ectory
