Pages that link to "Item:Q4959381"
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The following pages link to A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381):
Displaying 12 items.
- Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (Q952091) (← links)
- A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (Q1631428) (← links)
- An improved computationally efficient method for finding the Drazin inverse (Q1727190) (← links)
- Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
- The localized RBFs collocation methods for solving high dimensional PDEs (Q2451020) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- (Q3515748) (← links)
- A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
- An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
