A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015): Difference between revisions

@@ label / en / label / en @@
+A novel local meshless scheme based on the radial basis function for pricing multi-asset options
@@ Property / full work available at URL @@
+https://doi.org/10.22034/cmde.2021.44790.1891
+Normal rank
@@ Property / OpenAlex ID @@
+W3195031134
@@ Property / OpenAlex ID: W3195031134 / rank @@
+Normal rank
@@ Property / title @@
+A novel local meshless scheme based on the radial basis function for pricing multi-asset options (English)
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
@@ Property / cites work @@
+Pricing European and American options by radial basis point interpolation
+Normal rank
@@ Property / cites work @@
+Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach
+Normal rank
@@ Property / cites work @@
+Solving the forward-backward heat equation with a non-overlapping domain decomposition method based on multiquadric RBF meshfree method
+Normal rank
@@ Property / cites work @@
+RBF-FD formulas and convergence properties
@@ Property / cites work: RBF-FD formulas and convergence properties / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q3835853
@@ Property / cites work: Q3835853 / rank @@
+Normal rank
@@ Property / cites work @@
+Interpolation in the limit of increasingly flat radial basis functions
+Normal rank
@@ Property / cites work @@
+Classroom Note:Calculation of Weights in Finite Difference Formulas
+Normal rank
@@ Property / cites work @@
+Some observations regarding interpolants in the limit of flat radial basis functions
+Normal rank
@@ Property / cites work @@
+Radial basis functions with application to finance: American put option under jump diffusion
+Normal rank
@@ Property / cites work @@
+A quasi-radial basis functions method for American options pricing.
+Normal rank
@@ Property / cites work @@
+Application of the local radial basis function-based finite difference method for pricing American options
+Normal rank
@@ Property / cites work @@
+Circumventing the ill-conditioning problem with multiquadric radial basis functions: Applications to elliptic partial differential equations
+Normal rank
@@ Property / cites work @@
+Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option
+Normal rank
@@ Property / cites work @@
+The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes
+Normal rank
@@ Property / cites work @@
+Numerical simulation of a prostate tumor growth model by the RBF-FD scheme and a semi-implicit time discretization
+Normal rank
@@ Property / cites work @@
+Numerical simulation and error estimation of the time-dependent Allen-Cahn equation on surfaces with radial basis functions
+Normal rank
@@ Property / cites work @@
+Improved radial basis function methods for multi-dimensional option pricing
+Normal rank
@@ Property / cites work @@
+A localized RBF-MLPG method for numerical study of heat and mass transfer equations in elliptic fins
+Normal rank
@@ Property / cites work @@
+A new radial basis functions method for pricing American options under Merton's jump-diffusion model
+Normal rank
@@ Property / cites work @@
+A random variable shape parameter strategy for radial basis function approximation methods
+Normal rank
@@ Property / cites work @@
+Numerical investigation based on a local meshless radial point interpolation for solving coupled nonlinear reaction-diffusion system
+Normal rank
@@ Property / cites work @@
+Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
+Normal rank
@@ Property / cites work @@
+Scattered Data Approximation
@@ Property / cites work: Scattered Data Approximation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4863379
@@ Property / cites work: Q4863379 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5297902
@@ Property / cites work: Q5297902 / rank @@
+Normal rank