Pages that link to "Item:Q1931063"
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The following pages link to Radial basis functions with application to finance: American put option under jump diffusion (Q1931063):
Displayed 28 items.
- A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
- Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
- Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- A numerical study of Asian option with radial basis functions based finite differences method (Q1653560) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- Stability and convergence of radial basis function finite difference method for the numerical solution of the reaction-diffusion equations (Q1732221) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes (Q2052275) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
- On the new variable shape parameter strategies for radial basis functions (Q2516798) (← links)
- A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- Hybrid shape parameter strategy for the RBF approximation of vibrating systems (Q4902855) (← links)
- A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381) (← 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)
- A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)