Pages that link to "Item:Q5227296"

The following pages link to A stable local radial basis function method for option pricing problem under the Bates model (Q5227296):

Displaying 6 items.

• Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570) (← links)
• RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
• RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
• A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models (Q6088394) (← links)