Pages that link to "Item:Q6049303"
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The following pages link to An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303):
Displaying 5 items.
- A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
- A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627) (← 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 computationally efficient numerical approach for multi-asset option pricing (Q5031852) (← links)