Pages that link to "Item:Q1732412"
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The following pages link to Radial basis function generated finite differences for option pricing problems (Q1732412):
Displaying 25 items.
- Improved radial basis function methods for multi-dimensional option pricing (Q952081) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627) (← links)
- Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
- Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
- Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
- Monomial augmentation guidelines for RBF-FD from accuracy versus computational time perspective (Q1996005) (← links)
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- Anisotropic radial basis function methods for continental size ice sheet simulations (Q2000423) (← links)
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- An efficient operator-splitting radial basis function-generated finite difference (RBF-FD) scheme for image noise removal based on nonlinear total variation models (Q2085984) (← links)
- An unfitted RBF-FD method in a least-squares setting for elliptic PDEs on complex geometries (Q2131072) (← links)
- Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
- Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
- A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
- RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function (Q2226775) (← links)
- Phase distribution control of neural oscillator populations using local radial basis function meshfree technique with application in epileptic seizures: a numerical simulation approach (Q2246960) (← 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 trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
- (Q4664914) (← links)
- A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381) (← links)
- BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
- Guidelines for RBF-FD discretization: numerical experiments on the interplay of a multitude of parameter choices (Q6159293) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
