Pages that link to "Item:Q2406292"
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The following pages link to On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292):
Displayed 10 items.
- An upwind local radial basis functions-differential quadrature (RBF-DQ) method with proper orthogonal decomposition (POD) approach for solving compressible Euler equation (Q1658817) (← links)
- An explicit spectral collocation method for the linearized Korteweg-de Vries equation on unbounded domain (Q1690910) (← links)
- Boundary shape function iterative method for nonlinear second-order boundary value problems with nonlinear boundary conditions (Q2076789) (← links)
- Multiscale radial kernels with high-order generalized Strang-Fix conditions (Q2200787) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
- A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- Simulations of dendritic solidification via the diffuse approximate method (Q6158711) (← links)
