Pages that link to "Item:Q952081"
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The following pages link to Improved radial basis function methods for multi-dimensional option pricing (Q952081):
Displaying 5 items.
- Energy-stable global radial basis function methods on summation-by-parts form (Q6178639) (← links)
- Truncation of computational domains as an error control strategy for approximating option pricing involving PIDEs (Q6557283) (← links)
- A dynamical systems approach to machine learning (Q6564359) (← links)
- A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)