Pages that link to "Item:Q2006598"
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The following pages link to Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598):
Displaying 50 items.
- Radial basis function partition of unity operator splitting method for pricing multi-asset American options (Q727900) (← links)
- A stable radial basis function partition of unity method with \(d\)-rectangular patches for modelling water flow in porous media (Q777043) (← links)
- The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
- RBFPUM with QR factorization for solving water flow problem in multilayered soil (Q1662901) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- A meshfree approach to non-Newtonian free surface ice flow: application to the Haut Glacier d'Arolla (Q1691773) (← links)
- Optimal selection of local approximants in RBF-PU interpolation (Q1703048) (← links)
- \textsc{OpenCL} based parallel algorithm for RBF-PUM interpolation (Q1703059) (← links)
- Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
- Multilevel sparse grids collocation for linear partial differential equations, with tensor product smooth basis functions (Q1732370) (← links)
- Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
- Greeks computation in the option pricing problem by means of RBF-PU methods (Q1987467) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Radial basis function partition of unity method for modelling water flow in porous media (Q1999686) (← links)
- RBF-based partition of unity methods for elliptic PDEs: adaptivity and stability issues via variably scaled kernels (Q2000044) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- Anisotropic radial basis function methods for continental size ice sheet simulations (Q2000423) (← links)
- A RBF partition of unity collocation method based on finite difference for initial-boundary value problems (Q2001288) (← links)
- Numerical simulation of reaction-diffusion neural dynamics models and their synchronization/desynchronization: application to epileptic seizures (Q2004428) (← links)
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- Efficient computation of partition of unity interpolants through a block-based searching technique (Q2007296) (← 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)
- On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
- A localized meshless technique for solving 2D nonlinear integro-differential equation with multi-term kernels (Q2085684) (← links)
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- A compact radial basis function partition of unity method (Q2107153) (← links)
- Convergence estimates for stationary radial basis function interpolation and for semi-discrete collocation-schemes (Q2146302) (← links)
- A local scheme for numerical simulation of multi-dimensional dynamic quantum model: application to decision-making (Q2170920) (← links)
- RBF methods in a stochastic volatility framework for Greeks computation (Q2186934) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← links)
- Simulating backward wave propagation in metamaterial with radial basis functions (Q2211052) (← links)
- A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
- A stable RBF partition of unity local method for elliptic interface problems in two dimensions (Q2223947) (← links)
- A localisation technique based on radial basis function partition of unity for solving Sobolev equation arising in fluid dynamics (Q2242715) (← links)
- Phase distribution control of neural oscillator populations using local radial basis function meshfree technique with application in epileptic seizures: a numerical simulation approach (Q2246960) (← links)
- A stable meshfree PDE solver for source-type flows in porous media (Q2301261) (← links)
- Iterative speedup by utilizing symmetric data in pricing options with two risky assets (Q2415032) (← links)
- Preconditioning for radial basis function partition of unity methods (Q2629254) (← links)
- A locally stabilized radial basis function partition of unity technique for the sine-Gordon system in nonlinear optics (Q2672380) (← links)
- The D-RBF-PU method for solving surface PDEs (Q2687563) (← links)
- Graphical Representation of Separatrices of Attraction Basins in Two and Three-Dimensional Dynamical Systems (Q4564931) (← links)
- A Least Squares Radial Basis Function Partition of Unity Method for Solving PDEs (Q4594177) (← links)
- A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381) (← links)
- Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
- BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
- A computationally efficient numerical approach for multi-asset option pricing (Q5031852) (← links)
- (Q5095419) (← links)
