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《Journal of Northeastern University(Natural Science)》 2001-01
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Solving the Bond Option Pricing Mathematics Model by Means of the Radial Basis Function Method

ZHOU Lin, ZHANG Tie (School of Sciences,Northeastern University,Shenyang 110004,China)  
A new numerical scheme is devised by applying the radial basic functions(RBFs) such as Hardy's multiquadric (MQ) to gain the numerical solution of the bond option pricing. Some numerical examples are given. This method possesses several advantages such as simple caculation form, flexible knot collocation and low caculation cost.
【Fund】: 辽宁省自然科学基金资助项目! (9910 2 0 0 2 0 4)
【CateGory Index】: F224.9
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5 SHI MING-JUAN(China University of Geosciences,Wuhan 430074, China)XU SHI-ZHE;LIU BIN(Ocean University of Qingdao, Qingdao ,266003, China);FINITE ELEMENT METHD USING QUADRATIC ELEMENT IN MT FORWARD MODELING[J];Chinese Journal of Geophysics;1997-03
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8 Gong Pu Zhao Haibin (School of Management, Huazhong Univ. of Sci. & Tech, Wuhan 430074);Application of Finite Element Method to Convertible Bond Valuation[J];Journal of Wuhan University of Technology;2004-02
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【Secondary References】
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1 ZHANG Zhi-guo1,YANG Yi-heng2,XIA Li-xian3,Jia Yong-hong1(1.School of Remote Sensing and Information Engineering,Wuhan University,Wuhan 430079,China;2.School of Basic Sciences,Beijing Information Science & Technology University,Beijing 100085,China;3.Prognostic Research Institute of Mineral Resources of Synthetic Information,Jilin University,Changchun 130026,China);The application of RPROP algorithm to igneous rock classification[J];Progress in Geophysics;2008-03
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