Pages that link to "Item:Q2221552"
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The following pages link to A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552):
Displaying 11 items.
- Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182) (← links)
- On a high-order Gaussian radial basis function generated Hermite finite difference method and its application (Q2059722) (← links)
- An accurate and stable numerical method for option hedge parameters (Q2148048) (← links)
- A Least Squares Radial Basis Function Finite Difference Method with Improved Stability Properties (Q4986845) (← links)
- An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
- On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE (Q6090285) (← links)
- A model reduction method for parametric dynamical systems defined on complex geometries (Q6498464) (← links)
- Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function -- finite difference procedure (Q6545928) (← links)
- On five-point equidistant stencils based on Gaussian function with application in numerical multi-dimensional option pricing (Q6663401) (← links)
