Pages that link to "Item:Q4976348"
From MaRDI portal
The following pages link to Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348):
Displaying 10 items.
- An efficient numerical method for solving nonlinear Thomas-Fermi equation (Q1737386) (← links)
- Mean-square stability of stochastic system with Markov jump and Lévy noise via adaptive control (Q1996574) (← links)
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
- On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
- A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
- Solving partial differential equations by LS-SVM (Q6606433) (← links)
- Solving integral equations by LS-SVR (Q6606435) (← links)
- Fourth-order exponential time differencing Runge–Kutta scheme and local meshless method to investigate unsteady diffusion–convection problems of anisotropic functionally graded materials (Q6625115) (← links)
