Pages that link to "Item:Q1958378"

The following pages link to Options valuation by using radial basis function approximation (Q1958378):

Displaying 28 items.

• Radial basis functions method for valuing options: a multinomial tree approach (Q515756) (← links)
• Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570) (← links)
• A quasi-radial basis functions method for American options pricing. (Q1609116) (← links)
• A numerical study of Asian option with radial basis functions based finite differences method (Q1653560) (← links)
• A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
• RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
• Modified B-spline collocation approach for pricing American style Asian options (Q1674181) (← links)
• Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
• Pricing European passport option with radial basis function (Q1791773) (← links)
• On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082) (← links)
• Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
• Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574) (← links)
• Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
• Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
• On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← 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 radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233) (← links)
• A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
• European option under a skew version of the GBM model with transaction costs by an RBF method (Q3389651) (← links)
• High-order exponential spline method for pricing European options (Q4646565) (← links)
• (Q4664914) (← links)
• Spline approximation method to solve an option pricing problem (Q4899077) (← links)
• Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
• An integration preconditioning method for solving option pricing problems (Q5031225) (← links)
• Approximation of insurance liability contracts using radial basis functions (Q5031711) (← links)
• High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736) (← links)
• Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909) (← links)