On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: Maple / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cam.2017.06.012 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2732808416 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5200620 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo methods for security pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo valuation of American options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computational Methods for Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tools for computational finance. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4863379 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Fast Numerical Method for the Black--Scholes Equation of American Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry / rank
 
Normal rank
Property / cites work
 
Property / cites work: A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A fast high-order finite difference algorithm for pricing American options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of difference scheme for heat equation in unbounded domains using artificial boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral method for differential equations of degenerate type on unbounded domains by using generalized Laguerre functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Artificial Boundary Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel techniques: From machine learning to meshless methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Positive definite functions and generalizations, an historical survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4110059 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3446085 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved multiquadric method for elliptic partial differential equations via PDE collocation on the boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: An adaptive algorithm for solving stochastic multi-point boundary value problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving partial differential equations by collocation using radial basis functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A quasi-interpolation method for solving stiff ordinary differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiquadrics -- a scattered data approximation scheme with applications to computational fluid-dynamics. II: Solutions to parabolic, hyperbolic and elliptic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The use of a meshless technique based on collocation and radial basis functions for solving the time fractional nonlinear Schrödinger equation arising in quantum mechanics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the solution of the non-local parabolic partial differential equations via radial basis functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A numerical scheme based on radial basis function finite difference (RBF-FD) technique for solving the high-dimensional nonlinear Schrödinger equations using an explicit time discretization: Runge-Kutta method / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Primer on Radial Basis Functions with Applications to the Geosciences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiresolution methods in scattered data modelling. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularization Algorithms for Learning That Are Equivalent to Multilayer Networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Miscellaneous error bounds for multiquadric and related interpolators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation by radial basis functions with finitely many centers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral Approximation Orders of Radial Basis Function Interpolation on the Sobolev Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scattered Data Interpolation: Tests of Some Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory and applications of the multiquadric-biharmonic method. 20 years of discovery 1968-1988 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Reduced Basis for Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Polynomials and Potential Theory for Gaussian Radial Basis Function Interpolation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrated multiquadric radial basis function approximation methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3229718 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5797408 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Criteria of Pólya type for radial positive definite functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Metric spaces and completely monontone functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bernstein functions. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiply monotone functions and their Laplace transforms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Completely monotonic functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3671491 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new class of radial basis functions with compact support / rank
 
Normal rank
Property / cites work
 
Property / cites work: Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree / rank
 
Normal rank
Property / cites work
 
Property / cites work: Compactly supported positive definite radial functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Operators on radial functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Miniaturized Tables of Bessel Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3579593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error estimates and condition numbers for radial basis function interpolation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical models of financial derivatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solution of a non-classical two-phase Stefan problem via radial basis function (RBF) collocation methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Mayfield's stability proof for the discretized transparent boundary condition for the parabolic equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB / rank
 
Normal rank

Latest revision as of 10:34, 14 July 2024

scientific article
Language Label Description Also known as
English
On a new family of radial basis functions: mathematical analysis and applications to option pricing
scientific article

    Statements

    On a new family of radial basis functions: mathematical analysis and applications to option pricing (English)
    0 references
    0 references
    0 references
    27 September 2017
    0 references
    radial basis functions
    0 references
    repeated integrals of complementary error function
    0 references
    American options as free boundary problems
    0 references
    artificial boundary conditions
    0 references
    Bernstein functions
    0 references
    completely monotone functions
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers