Radial basis function partition of unity operator splitting method for pricing multi-asset American options (Q727900): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Q3240966
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+Q3550030
@@ Property / cites work: Q3550030 / rank @@
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+A quasi-radial basis functions method for American options pricing.
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+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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@@ Property / cites work @@
+Operator splitting methods for American option pricing.
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+Operator splitting methods for pricing American options under stochastic volatility
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+Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform
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+Sequential calibration of options
@@ Property / cites work: Sequential calibration of options / rank @@
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+Penalty methods for the numerical solution of American multi-asset option problems
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+Sampling inequalities for infinitely smooth functions, with applications to interpolation and machine learning
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+Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options
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+A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications
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+Radial basis function partition of unity methods for pricing vanilla basket options
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+BENCHOP – The BENCHmarking project in option pricing
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+Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree
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+Publication:727900