Pages that link to "Item:Q2406292"

The following pages link to On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292):

Displaying 20 items.

• Convergence error estimate in solving free boundary diffusion problem by radial basis functions method. (Q1399222) (← links)
• An upwind local radial basis functions-differential quadrature (RBF-DQ) method with proper orthogonal decomposition (POD) approach for solving compressible Euler equation (Q1658817) (← links)
• An explicit spectral collocation method for the linearized Korteweg-de Vries equation on unbounded domain (Q1690910) (← 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)
• Boundary shape function iterative method for nonlinear second-order boundary value problems with nonlinear boundary conditions (Q2076789) (← links)
• Multiscale radial kernels with high-order generalized Strang-Fix conditions (Q2200787) (← links)
• On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
• A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997) (← links)
• (Q4664914) (← links)
• On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
• A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
• A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
• Simulations of dendritic solidification via the diffuse approximate method (Q6158711) (← 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)
• RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
• Improvement of numerical modeling in the solution of static and transient dynamic problems using finite element method based on spherical Hankel shape functions (Q6555297) (← 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)