Pages that link to "Item:Q1987467"
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The following pages link to Greeks computation in the option pricing problem by means of RBF-PU methods (Q1987467):
Displaying 7 items.
- Foreword to the virtual special issue dedicated to the 3rd international conference NUMTA 2019 ``Numerical computations: theory and algorithms'' (Q2020593) (← links)
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- RBF methods in a stochastic volatility framework for Greeks computation (Q2186934) (← links)
- Energy-stable global radial basis function methods on summation-by-parts form (Q6178639) (← links)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)
- Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909) (← links)
- Reconstruction of volatility surfaces: a first computational study (Q6556648) (← links)