Pages that link to "Item:Q2000056"

The following pages link to A local radial basis function method for pricing options under the regime switching model (Q2000056):

Displaying 19 items.

• An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
• Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← links)
• Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
• A local scheme for numerical simulation of multi-dimensional dynamic quantum model: application to decision-making (Q2170920) (← links)
• Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← 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 general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
• A radial basis function-Hermite finite difference (RBF-HFD) method for the cubic-quintic complex Ginzburg-Landau equation (Q2695676) (← links)
• Convergence and stability of meshfree method based on radial basis function for a hyperbolic partial differential equation with piecewise constant arguments (Q5037843) (← links)
• A stable local radial basis function method for option pricing problem under the Bates model (Q5227296) (← links)
• A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
• Stable numerical algorithm with localized radial basis function for solution of fractional convection-diffusion-reaction equation (Q6540161) (← links)
• Multiquadric based RBF-HFD approximation formulas and convergence properties (Q6545789) (← links)
• Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905) (← links)
• Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
• RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)
• RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)