Pages that link to "Item:Q488213"

The following pages link to Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213):

Displayed 11 items.

• A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) ‎ (← links)
• An efficient numerical method for pricing option under jump diffusion model (Q531075) ‎ (← links)
• Forecasting the acquisition of university spin-outs: an RBF neural network approach (Q1688103) ‎ (← links)
• Convergence estimates for stationary radial basis function interpolation and for semi-discrete collocation-schemes (Q2146302) ‎ (← links)
• An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) ‎ (← links)
• On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) ‎ (← links)
• A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) ‎ (← links)
• A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) ‎ (← links)
• American-style options in jump-diffusion models: estimation and evaluation (Q4554221) ‎ (← links)
• Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) ‎ (← links)
• An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) ‎ (← links)