Pages that link to "Item:Q1855082"

The following pages link to On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082):

Displaying 38 items.

• A meshfree method for numerical solution of KdV equation (Q443339) (← links)
• Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
• Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570) (← links)
• An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
• The comparative Boubaker polynomials expansion scheme (BPES) and homotopy perturbation method (HPM) for solving a standard nonlinear second-order boundary value problem (Q646104) (← links)
• A meshless Galerkin scheme for the approximate solution of nonlinear logarithmic boundary integral equations utilizing radial basis functions (Q679601) (← links)
• A numerical method for KdV equation using collocation and radial basis functions (Q842205) (← 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)
• The method of fundamental solutions for solving options pricing models (Q945379) (← links)
• Penalty methods for the numerical solution of American multi-asset option problems (Q952073) (← 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)
• Analytical solutions to the pulsed Klein-Gordon equation using modified variational iteration method (MVIM) and Boubaker polynomials expansion scheme (BPES) (Q988205) (← links)
• Mathematical justification for RBF-MFS (Q1604019) (← links)
• Numerical comparisons of two meshless methods using radial basis functions (Q1614487) (← links)
• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• The approximate solution of nonlinear Volterra integral equations of the second kind using radial basis functions (Q1635495) (← links)
• A numerical study of Asian option with radial basis functions based finite differences method (Q1653560) (← links)
• The use of radial basis functions (RBFs) collocation and RBF-QR methods for solving the coupled nonlinear sine-Gordon equations (Q1654635) (← links)
• An efficient solution for stochastic fractional partial differential equations with additive noise by a meshless method (Q1700447) (← links)
• A review on the modified finite point method (Q1718172) (← links)
• A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
• A meshless discrete collocation method for the numerical solution of singular-logarithmic boundary integral equations utilizing radial basis functions (Q1740166) (← links)
• A numerical method for solving linear integral equations of the second kind on the non-rectangular domains based on the meshless method (Q1792029) (← links)
• Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574) (← links)
• Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
• European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
• RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function (Q2226775) (← links)
• On the numerical solution of nonlinear integral equations on non-rectangular domains utilizing thin plate spline collocation method (Q2274800) (← links)
• Numerical solution of the nonlinear Klein-Gordon equation using radial basis functions (Q2389986) (← links)
• A numerical method for two-dimensional Schrödinger equation using collocation and radial basis functions (Q2460573) (← links)
• Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) (← links)
• Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (Q2470180) (← links)
• A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233) (← links)
• A robust local polynomial collocation method (Q2952169) (← links)
• Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)