Pages that link to "Item:Q2207970"
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The following pages link to Inverse multi-quadric RBF for computing the weights of FD method: application to American options (Q2207970):
Displaying 12 items.
- A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (Q1631428) (← links)
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- A local radial basis function-finite difference (RBF-FD) method for solving 1D and 2D coupled Schrödinger-Boussinesq (SBq) equations (Q2040805) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- New iterative methods for finding matrix sign function: derivation and application (Q2322441) (← links)
- Constructing an efficient multi-step iterative scheme for nonlinear system of equations (Q5025486) (← links)
- LOCALIZED RADIAL BASIS FUNCTIONS FOR NO-ARBITRAGE PRICING OF OPTIONS UNDER STOCHASTIC ALPHA–BETA–RHO DYNAMICS (Q5158754) (← links)
- An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
- Multiquadric based RBF-HFD approximation formulas and convergence properties (Q6545789) (← links)
- On five-point equidistant stencils based on Gaussian function with application in numerical multi-dimensional option pricing (Q6663401) (← links)
