In this paper, a new radial basis function (RBF) approach is developed for solving European option pricing model. Without any simplifications, a simple discretization pattern directly leads to a system Ax = b, moreover, employing a new variable shape parameter (VSP) strategy named binary shape parameter (BSP) strategy leads to more accurat results rather than constant shape parameter (CSP) strategy where they are compared with exact solution for European put option model.
In this paper we investigate ordinary fuzzy differential inclusions. Using compactness type conditions we prove main results for the existence of solutions. We prove that the solution set is Rδ extending the classical Kneser’s theorem.
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