Pages that link to "Item:Q1747298"

The following pages link to RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298):

Displaying 26 items.

• A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) (← links)
• Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
• Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598) (← links)
• Radial basis function approximation method for pricing of basket options under jump diffusion model (Q2008659) (← links)
• Adaptive radial basis function partition of unity interpolation: a bivariate algorithm for unstructured data (Q2023706) (← links)
• An efficient localized meshless technique for approximating nonlinear sinh-Gordon equation arising in surface theory (Q2040855) (← links)
• Coupling of the Crank-Nicolson scheme and localized meshless technique for viscoelastic wave model in fluid flow (Q2043195) (← links)
• Numerical simulation of fractional evolution model arising in viscoelastic mechanics (Q2048440) (← links)
• A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← links)
• Localized meshless approaches based on theta method and BDF2 for nonlinear Sobolev equation arising from fluid dynamics (Q2108742) (← links)
• An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
• On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← links)
• Simulating backward wave propagation in metamaterial with radial basis functions (Q2211052) (← links)
• Error indicators and refinement strategies for solving Poisson problems through a RBF partition of unity collocation scheme (Q2287568) (← links)
• A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233) (← links)
• A condensed generalized finite element method (CGFEM) for interface problems (Q2670350) (← links)
• A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
• A stable local radial basis function method for option pricing problem under the Bates model (Q5227296) (← links)
• Condensed generalized finite element method (Q6066438) (← links)
• A meshfree radial basis function method for simulation of multi‐dimensional conservation problems (Q6086387) (← links)
• An efficient localized meshless collocation method for the two-dimensional Burgers-type equation arising in fluid turbulent flows (Q6137900) (← links)
• Stable numerical algorithm with localized radial basis function for solution of fractional convection-diffusion-reaction equation (Q6540161) (← links)
• RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
• RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)