Pages that link to "Item:Q2204419"

The following pages link to On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419):

Displaying 17 items.

• A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
• Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market (Q2666233) (← links)
• Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
• MSM estimators of European options on assets with jumps (Q2757312) (← links)
• On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
• ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794) (← links)
• A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
• A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
• A meshless finite point method for the improved Boussinesq equation using stabilized moving least squares approximation and Richardson extrapolation (Q6066557) (← links)
• Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes (Q6088441) (← links)
• An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
• A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830) (← links)
• A solution to the multidimensionality in option pricing (Q6541097) (← links)
• Design and analysis of efficient computational techniques for solving a temporal-fractional partial differential equation with the weakly singular solution (Q6543190) (← links)
• RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)
• RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)