Approximation by Radial-Basis Function networks - Application to option pricing

Reference:

Amaury Lendasse, John A. Lee, Eric de Bodt, Vincent Wertz, and Michel Verleysen. Approximation by Radial-Basis Function networks - Application to option pricing, volume 6 of Advances in Computational Management Science, C. Lesage and M. Cottrell editors, chapter 10 in Connectionist Approaches in Economics and Management Sciences, pages 203–214. Kluwer academic, 2003.

Suggested BibTeX entry:

@inbook{Lendasse03_9,
    author = {Amaury Lendasse and John A. Lee and Eric de Bodt and Vincent Wertz and Michel Verleysen},
    chapter = {10 in Connectionist Approaches in Economics and Management Sciences},
    pages = {203--214},
    publisher = {Kluwer academic},
    series = {Advances in Computational Management Science, C. Lesage and M. Cottrell editors},
    title = {Approximation by Radial-Basis Function networks - Application to option pricing},
    volume = {6},
    year = {2003},
}