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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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【References】
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1 ZHANG Xiao-hao,ZHOU Ding-wu(Department of Geology,Northwest University,Xi'an 710069,China);Application of radial basis function in nan niwan oil field[J];Progress in Geophysics;2007-01
【Co-references】
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1 Cui Ruo fei Wang Hui (China University of Mining and Technology,Xuzhou 221008 China);APPLICATION OF POLYNOMIAL FITTING TECHNIQUE ON COAL SEISMIC SURVEYING[J];PROGRESS IN GEOPHYSICS;2000-02
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10 ZHOU De liang 1, DING Ji hong 2, MA Sheng zhong 1 (1 Research Institute of Comprehensive Information and Mineral Prediction, Jilin University, Changchun 130026, China; 2 Institute of Mathematics Science, Jilin University 130012, China);Automatic formation of underground water data with radial base function method[J];Coal Science and Technology;2002-05
【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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