Pages that link to "Item:Q1399222"

The following pages link to Convergence error estimate in solving free boundary diffusion problem by radial basis functions method. (Q1399222):

Displaying 30 items.

• Stability estimate on meshless unsymmetric collocation method for solving boundary value problems (Q463669) (← links)
• A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) (← links)
• Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
• Radial basis functions method for valuing options: a multinomial tree approach (Q515756) (← links)
• A computational modeling of the behavior of the two-dimensional reaction-diffusion Brusselator system (Q611662) (← 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)
• Improved radial basis function methods for multi-dimensional option pricing (Q952081) (← links)
• Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (Q952091) (← links)
• Improved localized radial basis function collocation method for multi-dimensional convection-dominated problems (Q1655055) (← links)
• A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
• A meshless symplectic algorithm for nonlinear wave equation using highly accurate RBFs quasi-interpolation (Q1740087) (← links)
• RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
• On modified Black-Scholes equation (Q1772596) (← links)
• Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598) (← links)
• Performance analyses of mesh-based local finite element method and meshless global RBF collocation method for solving Poisson and Stokes equations (Q2139871) (← links)
• Radial basis function Hermite collocation approach for the solution of time dependent convection-diffusion problems (Q2269232) (← links)
• A meshfree method for the numerical solution of the RLW equation (Q2378275) (← links)
• Conservative multiquadric quasi-interpolation method for Hamiltonian wave equations (Q2451044) (← links)
• Numerical solutions of KdV equation using radial basis functions (Q2470307) (← links)
• The interpolating element-free Galerkin (IEFG) method for two-dimensional potential problems (Q2520327) (← links)
• Two-dimensional contaminant transport modeling using meshfree point collocation method (PCM) (Q2520366) (← links)
• Efficient Meshfree Method for Pricing European and American Put Options on a Non-dividend Paying Asset (Q2801932) (← links)
• A Computational Meshfree Technique for the Numerical Solution of the Two-Dimensional Coupled Burgers' Equations (Q3404088) (← links)
• A computationally efficient numerical approach for multi-asset option pricing (Q5031852) (← links)
• Quantum radial basis function method for the Poisson equation (Q6041783) (← links)
• Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)