{"id":"https://openalex.org/W2620021488","doi":"https://doi.org/10.1016/j.jocs.2017.05.016","title":"Forward deterministic pricing of options using Gaussian radial basis functions","display_name":"Forward deterministic pricing of options using Gaussian radial basis functions","publication_year":2017,"publication_date":"2017-05-28","ids":{"openalex":"https://openalex.org/W2620021488","doi":"https://doi.org/10.1016/j.jocs.2017.05.016","mag":"2620021488"},"language":"en","primary_location":{"id":"doi:10.1016/j.jocs.2017.05.016","doi":"https://doi.org/10.1016/j.jocs.2017.05.016","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jocs.2017.05.016","pdf_url":null,"source":{"id":"https://openalex.org/S192071280","display_name":"Journal of Computational Science","issn_l":"1877-7503","issn":["1877-7503","1877-7511"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","dongbi-d","jufo-1","ki-jl-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computational Science","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5036441621","display_name":"Jamal Amani Rad","orcid":"https://orcid.org/0000-0002-7322-7412","observed_orcids":["https://orcid.org/0000-0002-7322-7412"]},"institutions":[{"id":"https://openalex.org/I48379061","display_name":"Shahid Beheshti University","ror":"https://ror.org/0091vmj44","country_code":"IR","type":"education","lineage":["https://openalex.org/I48379061"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Jamal Amani Rad","raw_affiliation_strings":["Dept. of Computer Sciences, Faculty of Mathematical Sciences and Dept. of Cognitive Modeling, Institute for Cognitive and Brain Sciences, Shahid Beheshti University, G.C. Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept. of Computer Sciences, Faculty of Mathematical Sciences and Dept. of Cognitive Modeling, Institute for Cognitive and Brain Sciences, Shahid Beheshti University, G.C. Tehran, Iran","institution_ids":["https://openalex.org/I48379061"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062538944","display_name":"Lars Josef H\u00f6\u00f6k","orcid":"https://orcid.org/0000-0002-0837-2744","observed_orcids":["https://orcid.org/0000-0002-0837-2744"]},"institutions":[{"id":"https://openalex.org/I123387679","display_name":"Uppsala University","ror":"https://ror.org/048a87296","country_code":"SE","type":"education","lineage":["https://openalex.org/I123387679"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Josef H\u00f6\u00f6k","raw_affiliation_strings":["Dept. of Information Technology, Uppsala University, Box 337, SE-751 05 Uppsala, Sweden"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept. of Information Technology, Uppsala University, Box 337, SE-751 05 Uppsala, Sweden","institution_ids":["https://openalex.org/I123387679"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5072928406","display_name":"Elisabeth Larsson","orcid":"https://orcid.org/0000-0003-1154-9587","observed_orcids":["https://orcid.org/0000-0003-1154-9587"]},"institutions":[{"id":"https://openalex.org/I123387679","display_name":"Uppsala University","ror":"https://ror.org/048a87296","country_code":"SE","type":"education","lineage":["https://openalex.org/I123387679"]}],"countries":["SE"],"is_corresponding":true,"raw_author_name":"Elisabeth Larsson","raw_affiliation_strings":["Dept. of Information Technology, Uppsala University, Box 337, SE-751 05 Uppsala, Sweden"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept. of Information Technology, Uppsala University, Box 337, SE-751 05 Uppsala, Sweden","institution_ids":["https://openalex.org/I123387679"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5083551863","display_name":"Lina von Sydow","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I123387679","display_name":"Uppsala University","ror":"https://ror.org/048a87296","country_code":"SE","type":"education","lineage":["https://openalex.org/I123387679"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Lina von Sydow","raw_affiliation_strings":["Dept. of Information Technology, Uppsala University, Box 337, SE-751 05 Uppsala, Sweden"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept. of Information Technology, Uppsala University, Box 337, SE-751 05 Uppsala, Sweden","institution_ids":["https://openalex.org/I123387679"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5072928406"],"corresponding_institution_ids":["https://openalex.org/I123387679"],"apc_list":{"value":3560,"currency":"USD","value_usd":3560},"apc_paid":null,"fwci":3.9753,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":{"value":0.93633781,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"24","issue":null,"first_page":"209","last_page":"217"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9839000105857849,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9839000105857849,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10514","display_name":"Numerical methods in engineering","score":0.007400000002235174,"subfield":{"id":"https://openalex.org/subfields/2211","display_name":"Mechanics of Materials"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11191","display_name":"Mathematical functions and polynomials","score":0.0005000000237487257,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/option-pricing","display_name":"option pricing","score":0.984000027179718},{"id":"https://openalex.org/keywords/gaussian-radial-basis-functions","display_name":"Gaussian radial basis functions","score":0.9240000247955322},{"id":"https://openalex.org/keywords/european-call-options","display_name":"European call options","score":0.7459999918937683},{"id":"https://openalex.org/keywords/barrier-options","display_name":"barrier options","score":1.0},{"id":"https://openalex.org/keywords/higher-order-approximation","display_name":"high-order approximation","score":0.46399998664855957},{"id":"https://openalex.org/keywords/black-scholes-equation","display_name":"Black-Scholes equation","score":0.6840000152587891}],"concepts":[{"id":"https://openalex.org/C22171661","wikidata":"https://www.wikidata.org/wiki/Q1074380","display_name":"Stochastic game","level":2,"score":0.6910868287086487},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.6320240497589111},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.5405821204185486},{"id":"https://openalex.org/C163128081","wikidata":"https://www.wikidata.org/wiki/Q1338307","display_name":"Black\u2013Scholes model","level":3,"score":0.5390393733978271},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5324673652648926},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.49104809761047363},{"id":"https://openalex.org/C2777600642","wikidata":"https://www.wikidata.org/wiki/Q1508707","display_name":"Call option","level":2,"score":0.48428529500961304},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4808974266052246},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.4315009117126465},{"id":"https://openalex.org/C2778067643","wikidata":"https://www.wikidata.org/wiki/Q166507","display_name":"Interval (graph theory)","level":2,"score":0.4225865602493286},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.38323840498924255},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.27384835481643677},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.15873149037361145},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.09907695651054382},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.jocs.2017.05.016","doi":"https://doi.org/10.1016/j.jocs.2017.05.016","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jocs.2017.05.016","pdf_url":null,"source":{"id":"https://openalex.org/S192071280","display_name":"Journal of Computational Science","issn_l":"1877-7503","issn":["1877-7503","1877-7511"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","dongbi-d","jufo-1","ki-jl-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computational Science","raw_type":"journal-article"},{"id":"pmh:oai:DiVA.org:uu-323003","doi":null,"is_oa":false,"landing_page_url":"http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-323003","pdf_url":null,"source":{"id":"https://openalex.org/S4306401559","display_name":"KTH Publication Database DiVA (KTH Royal Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I86987016","host_organization_name":"KTH Royal Institute of Technology","host_organization_lineage":["https://openalex.org/I86987016"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":40,"referenced_works":["https://openalex.org/W9124626","https://openalex.org/W19451620","https://openalex.org/W1503295912","https://openalex.org/W1595182422","https://openalex.org/W1602773783","https://openalex.org/W1666537522","https://openalex.org/W1994908910","https://openalex.org/W2002077821","https://openalex.org/W2005590978","https://openalex.org/W2007527687","https://openalex.org/W2014610272","https://openalex.org/W2017108356","https://openalex.org/W2023446392","https://openalex.org/W2023581626","https://openalex.org/W2039592080","https://openalex.org/W2068620214","https://openalex.org/W2070015614","https://openalex.org/W2077791698","https://openalex.org/W2081668429","https://openalex.org/W2082100828","https://openalex.org/W2084083490","https://openalex.org/W2098754649","https://openalex.org/W2104170326","https://openalex.org/W2105581256","https://openalex.org/W2113815342","https://openalex.org/W2114849571","https://openalex.org/W2129433590","https://openalex.org/W2130811901","https://openalex.org/W2136268717","https://openalex.org/W2137275615","https://openalex.org/W2163715525","https://openalex.org/W2313782254","https://openalex.org/W2338811930","https://openalex.org/W2571381988","https://openalex.org/W2584798035","https://openalex.org/W2895409737","https://openalex.org/W3124062437","https://openalex.org/W3145733953","https://openalex.org/W4285719527","https://openalex.org/W4300181573"],"related_works":["https://openalex.org/W7100252631","https://openalex.org/W2607202895","https://openalex.org/W2113815342","https://openalex.org/W2771952821","https://openalex.org/W3027984889","https://openalex.org/W2145124304","https://openalex.org/W7100516813","https://openalex.org/W2104170326","https://openalex.org/W7098692834","https://openalex.org/W1448249606"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":2}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2017-06-05T00:00:00"}
