Pages that link to "Item:Q2361711"
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The following pages link to Novel methods in computational finance (Q2361711):
Displaying 8 items.
- A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (Q1631428) (← links)
- Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- (Q3102233) (← links)
- (Q4356472) (← links)
- Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching (Q5119108) (← links)