Pages that link to "Item:Q1994245"

The following pages link to Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245):

Displaying 16 items.

• Local RBF method for multi-dimensional partial differential equations (Q2406271) (← links)
• From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
• Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) (← links)
• Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
• Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
• A computationally efficient numerical approach for multi-asset option pricing (Q5031852) (← links)
• (Q5095419) (← links)
• (Q5095447) (← links)
• A stable local radial basis function method for option pricing problem under the Bates model (Q5227296) (← links)
• American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
• A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
• High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736) (← links)
• Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
• A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
• Lattice Boltzmann method for the linear complementarity problem arising from American option pricing (Q6577172) (← links)
• The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)