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

@@ 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 @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5200620
@@ Property / cites work: Q5200620 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo methods for security pricing
@@ Property / cites work: Monte Carlo methods for security pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo valuation of American options
@@ Property / cites work: Monte Carlo valuation of American options / rank @@
+Normal rank
@@ Property / cites work @@
+Computational Methods for Option Pricing
@@ Property / cites work: Computational Methods for Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Tools for computational finance.
@@ Property / cites work: Tools for computational finance. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4863379
@@ Property / cites work: Q4863379 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation
+Normal rank
@@ Property / cites work @@
+A Fast Numerical Method for the Black--Scholes Equation of American Options
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry
+Normal rank
@@ Property / cites work @@
+A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS
+Normal rank
@@ Property / cites work @@
+A fast high-order finite difference algorithm for pricing American options
+Normal rank
@@ Property / cites work @@
+Convergence of difference scheme for heat equation in unbounded domains using artificial boundary conditions
+Normal rank
@@ Property / cites work @@
+Spectral method for differential equations of degenerate type on unbounded domains by using generalized Laguerre functions
+Normal rank
@@ Property / cites work @@
+Artificial Boundary Method
@@ Property / cites work: Artificial Boundary Method / rank @@
+Normal rank
@@ Property / cites work @@
+Kernel techniques: From machine learning to meshless methods
+Normal rank
@@ Property / cites work @@
+Positive definite functions and generalizations, an historical survey
+Normal rank
@@ Property / cites work @@
+Q4110059
@@ Property / cites work: Q4110059 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3446085
@@ Property / cites work: Q3446085 / rank @@
+Normal rank
@@ Property / cites work @@
+Improved multiquadric method for elliptic partial differential equations via PDE collocation on the boundary
+Normal rank
@@ Property / cites work @@
+An adaptive algorithm for solving stochastic multi-point boundary value problems
+Normal rank
@@ Property / cites work @@
+Solving partial differential equations by collocation using radial basis functions
+Normal rank
@@ Property / cites work @@
+A quasi-interpolation method for solving stiff ordinary differential equations
+Normal rank
@@ 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
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+On the solution of the non-local parabolic partial differential equations via radial basis functions
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+A Primer on Radial Basis Functions with Applications to the Geosciences
+Normal rank
@@ Property / cites work @@
+Multiresolution methods in scattered data modelling.
+Normal rank
@@ Property / cites work @@
+Regularization Algorithms for Learning That Are Equivalent to Multilayer Networks
+Normal rank
@@ Property / cites work @@
+Miscellaneous error bounds for multiquadric and related interpolators
+Normal rank
@@ Property / cites work @@
+Approximation by radial basis functions with finitely many centers
+Normal rank
@@ Property / cites work @@
+Spectral Approximation Orders of Radial Basis Function Interpolation on the Sobolev Space
+Normal rank
@@ Property / cites work @@
+Scattered Data Interpolation: Tests of Some Method
+Normal rank
@@ Property / cites work @@
+Theory and applications of the multiquadric-biharmonic method. 20 years of discovery 1968-1988
+Normal rank
@@ Property / cites work @@
+A Reduced Basis for Option Pricing
@@ Property / cites work: A Reduced Basis for Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Polynomials and Potential Theory for Gaussian Radial Basis Function Interpolation
+Normal rank
@@ Property / cites work @@
+Integrated multiquadric radial basis function approximation methods
+Normal rank
@@ Property / cites work @@
+Q3229718
@@ Property / cites work: Q3229718 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5797408
@@ Property / cites work: Q5797408 / rank @@
+Normal rank
@@ Property / cites work @@
+Criteria of Pólya type for radial positive definite functions
+Normal rank
@@ Property / cites work @@
+Metric spaces and completely monontone functions
@@ Property / cites work: Metric spaces and completely monontone functions / rank @@
+Normal rank
@@ Property / cites work @@
+Bernstein functions. Theory and applications
@@ Property / cites work: Bernstein functions. Theory and applications / rank @@
+Normal rank
@@ Property / cites work @@
+Multiply monotone functions and their Laplace transforms
+Normal rank
@@ Property / cites work @@
+Completely monotonic functions
@@ Property / cites work: Completely monotonic functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3671491
@@ Property / cites work: Q3671491 / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of radial basis functions with compact support
+Normal rank
@@ Property / cites work @@
+Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree
+Normal rank
@@ Property / cites work @@
+Compactly supported positive definite radial functions
+Normal rank
@@ Property / cites work @@
+Operators on radial functions
@@ Property / cites work: Operators on radial functions / rank @@
+Normal rank
@@ Property / cites work @@
+Miniaturized Tables of Bessel Functions
@@ Property / cites work: Miniaturized Tables of Bessel Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3579593
@@ Property / cites work: Q3579593 / rank @@
+Normal rank
@@ Property / cites work @@
+Error estimates and condition numbers for radial basis function interpolation
+Normal rank
@@ Property / cites work @@
+A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options
+Normal rank
@@ Property / cites work @@
+Mathematical models of financial derivatives
@@ Property / cites work: Mathematical models of financial derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of a non-classical two-phase Stefan problem via radial basis function (RBF) collocation methods
+Normal rank
@@ Property / cites work @@
+On Mayfield's stability proof for the discretized transparent boundary condition for the parabolic equation
+Normal rank
@@ Property / cites work @@
+PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD
+Normal rank
@@ Property / cites work @@
+Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB
+Normal rank