Pages that link to "Item:Q6088441"
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The following pages link to Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes (Q6088441):
Displaying 5 items.
- A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830) (← links)
- A superconvergent finite node method for semilinear elliptic problems (Q6540131) (← links)
- Design and analysis of efficient computational techniques for solving a temporal-fractional partial differential equation with the weakly singular solution (Q6543190) (← 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)
