Pages that link to "Item:Q5266153"
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The following pages link to Application of the local radial basis function-based finite difference method for pricing American options (Q5266153):
Displayed 17 items.
- RBF-FD meshless optimization using direct search (GLODS) in the analysis of composite plates (Q1658801) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
- Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
- An integration preconditioning method for solving option pricing problems (Q5031225) (← links)
- A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
- Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117) (← links)
- Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)