Pages that link to "Item:Q2006598"

The following pages link to Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598):

Displaying 22 items.

• Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
• BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
• A computationally efficient numerical approach for multi-asset option pricing (Q5031852) (← links)
• (Q5095419) (← links)
• (Q5095447) (← links)
• NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS (Q5376999) (← links)
• The Direct Radial Basis Function Partition of Unity (D-RBF-PU) Method for Solving PDEs (Q5856685) (← links)
• A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models (Q6088394) (← links)
• Localized Chebyshev and MLS collocation methods for solving 2D steady state nonlocal diffusion and peridynamic equations (Q6102644) (← links)
• An efficient localized meshless collocation method for the two-dimensional Burgers-type equation arising in fluid turbulent flows (Q6137900) (← links)
• Radial basis function partition of unity procedure combined with the reduced-order method for solving Zakharov-Rubenchik equations (Q6137970) (← links)
• An RBF-PUM finite difference scheme for forward-backward heat equation (Q6172872) (← links)
• Utilizing differential quadrature-based RBF partition of unity collocation method to simulate distributed-order time fractional cable equation (Q6192351) (← links)
• Modeling groundwater flow with random hydraulic conductivity using radial basis function partition of unity method (Q6545931) (← links)
• The RBF partition of unity method for a 2D time-fractional parabolic equation (Q6549891) (← links)
• An investigation of global radial basis function collocation methods applied to Helmholtz problems (Q6555450) (← links)
• Reconstruction of volatility surfaces: a first computational study (Q6556648) (← links)
• Meshless partition of unity method for attraction basins of periodic orbits: fast detection of separatrix points (Q6557256) (← links)
• Truncation of computational domains as an error control strategy for approximating option pricing involving PIDEs (Q6557283) (← links)
• Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
• Reliability-based topology optimization using LRPIM surrogate model considering local stress and displacement constraints (Q6643625) (← links)
• A semi-Lagrangian radial basis function partition of unity closest point method for advection-diffusion equations on surfaces (Q6663458) (← links)