Pages that link to "Item:Q2226775"
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The following pages link to RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function (Q2226775):
Displaying 7 items.
- 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)
- On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE (Q6090285) (← links)
- Multiquadric based RBF-HFD approximation formulas and convergence properties (Q6545789) (← links)
- Multiquadric quasi-interpolation method for fractional integral-differential equations (Q6616890) (← links)
- On five-point equidistant stencils based on Gaussian function with application in numerical multi-dimensional option pricing (Q6663401) (← links)
- A new linearized ADI compact difference method on graded meshes for a nonlinear 2D and 3D PIDE with a WSK (Q6663436) (← links)
