Pages that link to "Item:Q2004501"

The following pages link to An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501):

Displaying 8 items.

• A local radial basis function-finite difference (RBF-FD) method for solving 1D and 2D coupled Schrödinger-Boussinesq (SBq) equations (Q2040805) (← links)
• A local collocation method with radial basis functions for an electrospinning problem (Q2058137) (← links)
• Local radial basis function collocation method for Stokes equations with interface conditions (Q2209362) (← links)
• A strong-form local meshless approach based on radial basis function-finite difference (RBF-FD) method for solving multi-dimensional coupled damped Schrödinger system appearing in Bose-Einstein condensates (Q2247061) (← links)
• (Q5095419) (← links)
• An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
• On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE (Q6090285) (← links)
• On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs (Q6104881) (← links)