scientific article; zbMATH DE number 7569346
From MaRDI portal
Publication:5095419
DOI10.12941/jksiam.2021.25.093zbMath1492.91421MaRDI QIDQ5095419
Razieh Delpasand, Mohammad-Mehdi Hosseini
Publication date: 8 August 2022
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical radial basis function approximation (65D12)
Related Items (1)
Cites Work
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- The golden section search algorithm for finding a good shape parameter for meshless collocation methods
- Radial basis functions method for valuing options: a multinomial tree approach
- Pricing European and American options by radial basis point interpolation
- Improved radial basis function methods for multi-dimensional option pricing
- Miscellaneous error bounds for multiquadric and related interpolators
- Wavelet-based option pricing: an empirical study
- Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations
- Radial basis function partition of unity methods for pricing vanilla basket options
- A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option
- Spectral convergence of multiquadric interpolation
- AN ACCURATE AND EFFICIENT NUMERICAL METHOD FOR BLACK-SCHOLES EQUATIONS
- Scattered Data Approximation
This page was built for publication: