Pages that link to "Item:Q2520233"
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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)