Pages that link to "Item:Q2406304"
From MaRDI portal
The following pages link to Option pricing using a computational method based on reproducing kernel (Q2406304):
Displaying 12 items.
- A least square point of view to reproducing kernel methods to solve functional equations (Q2009588) (← links)
- On a collocation point of view to reproducing kernel methods (Q2245770) (← links)
- A novel intelligent option price forecasting and trading system by multiple kernel adaptive filters (Q2293608) (← links)
- Reproducing kernels: harmonic analysis and some of their applications (Q2659761) (← links)
- A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
- Computational methods for option replication (Q2885507) (← links)
- GENERALIZED JACOBI REPRODUCING KERNEL METHOD IN HILBERT SPACES FOR SOLVING THE BLACK-SCHOLES OPTION PRICING PROBLEM ARISING IN FINANCIAL MODELLING (Q4959408) (← links)
- Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration (Q5095747) (← links)
- A kernel-based method for Volterra delay integro-differential equations (Q5870799) (← links)
- Numerical solution of the multiterm time‐fractional diffusion equation based on reproducing kernel theory (Q6066934) (← links)
- A kernel‐based method for solving the time‐fractional diffusion equation (Q6086391) (← links)
- Numerical solution of singularly perturbed <scp>2D</scp> parabolic initial‐boundary‐value problems based on reproducing kernel theory: Error and stability analysis (Q6089065) (← links)
