Pages that link to "Item:Q4586030"
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The following pages link to A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030):
Displaying 15 items.
- A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
- A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
- Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
- Convergence estimates for stationary radial basis function interpolation and for semi-discrete collocation-schemes (Q2146302) (← links)
- Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
- A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
- (Q4664914) (← links)
- An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← 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)
