Approximation using Radial Basis Functions Networks - Application to Pricing Derivative Securities

Reference:

Amaury Lendasse, John A. Lee, Eric de Bodt, Vincent Wertz, and Michel Verleysen. Approximation using radial basis functions networks - application to pricing derivative securities. In ACSEG 2001, Connectionist Approaches in Economics and Management Sciences, Rennes (France), pages 275–283, November 22-23 2001.

Suggested BibTeX entry:

@inproceedings{Lendasse01_40,
    author = {Amaury Lendasse and John A. Lee and Eric de Bodt and Vincent Wertz and Michel Verleysen},
    booktitle = {{ACSEG} 2001, Connectionist Approaches in Economics and Management Sciences, Rennes (France)},
    month = {November 22-23},
    pages = {275--283},
    title = {Approximation using Radial Basis Functions Networks - Application to Pricing Derivative Securities},
    year = {2001},
}