Pages that link to "Item:Q2520233"

The following pages link to A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233):

Displayed 28 items.

• The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method (Q463595) ‎ (← links)
• A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) ‎ (← links)
• Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) ‎ (← links)
• A meshfree approach using naturally stabilized nodal integration for multilayer FG GPLRC complicated plate structures (Q785133) ‎ (← links)
• Pricing European and American options by radial basis point interpolation (Q903013) ‎ (← links)
• Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) ‎ (← links)
• A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (Q1631428) ‎ (← links)
• Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions (Q1653611) ‎ (← links)
• Meshless simulation of stochastic advection-diffusion equations based on radial basis functions (Q1654643) ‎ (← links)
• Homogenization technique for heterogeneous composite materials using meshless methods (Q1658797) ‎ (← links)
• RBF-FD meshless optimization using direct search (GLODS) in the analysis of composite plates (Q1658801) ‎ (← links)
• A naturally stabilized nodal integration meshfree formulation for carbon nanotube-reinforced composite plate analysis (Q1658804) ‎ (← links)
• Solution of multi-dimensional Klein-Gordon-Zakharov and Schrödinger/Gross-Pitaevskii equations via local radial basis functions-differential quadrature (RBF-DQ) technique on non-rectangular computational domains (Q1658805) ‎ (← links)
• An upwind local radial basis functions-differential quadrature (RBF-DQ) method with proper orthogonal decomposition (POD) approach for solving compressible Euler equation (Q1658817) ‎ (← links)
• Mechanical bone remodelling: comparative study of distinct numerical approaches (Q1717162) ‎ (← links)
• Leave-two-out cross validation to optimal shape parameter in radial basis functions (Q1717174) ‎ (← links)
• A multiscale homogenization procedure combining the fabric tensor with a natural neighbour meshless method (Q1717175) ‎ (← links)
• RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) ‎ (← links)
• Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) ‎ (← links)
• Generalized regularized least-squares approximation of noisy data with application to stochastic PDEs (Q2006304) ‎ (← links)
• The method of variably scaled radial kernels for solving two-dimensional magnetohydrodynamic (MHD) equations using two discretizations: the Crank-Nicolson scheme and the method of lines (MOL) (Q2006514) ‎ (← links)
• On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) ‎ (← links)
• RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function (Q2226775) ‎ (← links)
• The numerical simulation of the phase field crystal (PFC) and modified phase field crystal (MPFC) models via global and local meshless methods (Q2631587) ‎ (← links)
• Numerical solution of two-dimensional stochastic time-fractional Sine-Gordon equation on non-rectangular domains using finite difference and meshfree methods (Q2662431) ‎ (← links)
• Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) ‎ (← links)
• Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) ‎ (← links)
• A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) ‎ (← links)