Pages that link to "Item:Q1944574"
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The following pages link to Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574):
Displayed 16 items.
- The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method (Q463595) (← 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)
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Numerical solution of two-dimensional elliptic PDEs with nonlocal boundary conditions (Q524785) (← 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)
- Meshless simulation of stochastic advection-diffusion equations based on radial basis functions (Q1654643) (← links)
- Numerical simulation of metal removal in laser drilling using radial point interpolation method (Q1655306) (← links)
- Homogenization technique for heterogeneous composite materials using meshless methods (Q1658797) (← links)
- A naturally stabilized nodal integration meshfree formulation for carbon nanotube-reinforced composite plate analysis (Q1658804) (← links)
- Solution of multi-dimensional Klein-Gordon-Zakharov and Schrödinger/Gross-Pitaevskii equations via local radial basis functions-differential quadrature (RBF-DQ) technique on non-rectangular computational domains (Q1658805) (← links)
- An upwind local radial basis functions-differential quadrature (RBF-DQ) method with proper orthogonal decomposition (POD) approach for solving compressible Euler equation (Q1658817) (← links)
- RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← 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)
- Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) (← links)