Pages that link to "Item:Q727900"

The following pages link to Radial basis function partition of unity operator splitting method for pricing multi-asset American options (Q727900):

Displaying 19 items.

• A stable radial basis function partition of unity method with \(d\)-rectangular patches for modelling water flow in porous media (Q777043) (← links)
• Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
• Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
• Radial basis function partition of unity method for modelling water flow in porous media (Q1999686) (← links)
• Meshless RBFs method for numerical solutions of two-dimensional high order fractional Sobolev equations (Q2004557) (← 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)
• A compact radial basis function partition of unity method (Q2107153) (← links)
• Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
• A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
• The D-RBF-PU method for solving surface PDEs (Q2687563) (← links)
• A radial basis function-Hermite finite difference (RBF-HFD) method for the cubic-quintic complex Ginzburg-Landau equation (Q2695676) (← links)
• A Least Squares Radial Basis Function Partition of Unity Method for Solving PDEs (Q4594177) (← links)
• A Partition of Unity Method for Divergence-Free or Curl-Free Radial Basis Function Approximation (Q4997389) (← links)
• BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
• The Direct Radial Basis Function Partition of Unity (D-RBF-PU) Method for Solving PDEs (Q5856685) (← links)
• An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
• A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models (Q6088394) (← links)
• On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE (Q6090285) (← links)
• On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs (Q6104881) (← links)