用径向基函数方法求解债券看跌期权定价模型

A Radial Basis Function Method for Solving Bond Option Pricing Models

用一种新的数值解法径向基函数方法 (RBFs法 ) ,特别是Hardy的多二次方法 (MQ法 ) ,来近似求解债券看跌期权定价模型 ,并给出了计算实例。

In this article,a new numerical scheme is devised by applying the global radial basic functions(RBFs),particularly~ Hardy′s multiquadric(MQ),as a spatial approximation for the numerical solution of the bond option valu^e,and some practical examples are given.