径向基函数方法求解债券看跌期权定价模型

Solving the Bond Option Pricing Mathematics Model by Means of the Radial Basis Function Method

用一种较新型的数值解法 -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·该方法具有计算格式简单、节点配置灵活、计算工作量小等优点·

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.