Pages that link to "Item:Q952091"

The following pages link to Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (Q952091):

Displaying 35 items.

• Symmetrizing grids, radial basis functions, and Chebyshev and Zernike polynomials for the \(D_4\) symmetry group; interpolation within a squircle. I (Q348664) (← links)
• Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
• Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570) (← links)
• Enhancing credit default swap valuation with meshfree methods (Q635199) (← links)
• Radial basis function partition of unity operator splitting method for pricing multi-asset American options (Q727900) (← links)
• Sparse generalized Fourier transforms (Q878201) (← links)
• Improved radial basis function methods for multi-dimensional option pricing (Q952081) (← links)
• A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
• A numerical study of Asian option with radial basis functions based finite differences method (Q1653560) (← links)
• Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
• Radial basis functions and level set method for image segmentation using partial differential equation (Q1733509) (← links)
• A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
• Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
• Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574) (← links)
• On the selection of a good value of shape parameter in solving time-dependent partial differential equations using RBF approximation method (Q1991312) (← links)
• Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
• Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
• Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598) (← links)
• Two numerical meshless techniques based on radial basis functions (RBFs) and the method of generalized moving least squares (GMLS) for simulation of coupled Klein-Gordon-Schrödinger (KGS) equations (Q2006642) (← links)
• Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
• A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
• A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
• Local RBF method for multi-dimensional partial differential equations (Q2406271) (← links)
• On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
• A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233) (← links)
• An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
• A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
• A new radial basis functions method for pricing American options under Merton's jump-diffusion model (Q4903542) (← links)
• A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381) (← links)
• Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) (← links)
• Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
• Application of the local radial basis function-based finite difference method for pricing American options (Q5266153) (← links)
• An RBF approach for oil futures pricing under the jump-diffusion model (Q5855722) (← links)
• A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
• Adaptive option pricing based on a posteriori error estimates for fully discrete finite difference methods (Q6664909) (← links)