Pages that link to "Item:Q1747298"
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The following pages link to RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298):
Displayed 14 items.
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- Adaptive radial basis function partition of unity interpolation: a bivariate algorithm for unstructured data (Q2023706) (← links)
- An efficient localized meshless technique for approximating nonlinear sinh-Gordon equation arising in surface theory (Q2040855) (← links)
- Coupling of the Crank-Nicolson scheme and localized meshless technique for viscoelastic wave model in fluid flow (Q2043195) (← links)
- Numerical simulation of fractional evolution model arising in viscoelastic mechanics (Q2048440) (← links)
- A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← links)
- Localized meshless approaches based on theta method and BDF2 for nonlinear Sobolev equation arising from fluid dynamics (Q2108742) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- Simulating backward wave propagation in metamaterial with radial basis functions (Q2211052) (← links)
- Error indicators and refinement strategies for solving Poisson problems through a RBF partition of unity collocation scheme (Q2287568) (← links)
- A condensed generalized finite element method (CGFEM) for interface problems (Q2670350) (← links)
- Condensed generalized finite element method (Q6066438) (← links)
- A meshfree radial basis function method for simulation of multi‐dimensional conservation problems (Q6086387) (← links)
- An efficient localized meshless collocation method for the two-dimensional Burgers-type equation arising in fluid turbulent flows (Q6137900) (← links)
