Pages that link to "Item:Q2212455"

The following pages link to Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455):

Displaying 12 items.

• An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• Some nonlinear fractional PDEs involving \(\beta \)-derivative by using rational \(\exp\left( - \operatorname{\Omega} \left( \eta\right)\right)\)-expansion method (Q2188177) (← links)
• Local radial basis function collocation method for Stokes equations with interface conditions (Q2209362) (← links)
• Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
• An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
• A radial basis function-Hermite finite difference (RBF-HFD) method for the cubic-quintic complex Ginzburg-Landau equation (Q2695676) (← links)
• (Q5039647) (← links)
• An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
• Computational algorithm for financial mathematical model based on European option (Q6066837) (← 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)