Pages that link to "Item:Q1658811"
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The following pages link to RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811):
Displaying 15 items.
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082) (← links)
- Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440) (← links)
- RBF methods in a stochastic volatility framework for Greeks computation (Q2186934) (← links)
- A meshless local collocation method for time fractional diffusion wave equation (Q2203241) (← links)
- Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803) (← links)
- On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← links)
- A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
- Pricing Options with Stochastic Volatilities by the Local Differential Quadrature Method (Q3112716) (← links)
- LOCALIZED RADIAL BASIS FUNCTIONS FOR NO-ARBITRAGE PRICING OF OPTIONS UNDER STOCHASTIC ALPHA–BETA–RHO DYNAMICS (Q5158754) (← links)
- A stable local radial basis function method for option pricing problem under the Bates model (Q5227296) (← links)
- High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
