Pages that link to "Item:Q907677"
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The following pages link to 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):
Displayed 23 items.
- Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
- Solving Volterra's population growth model of arbitrary order using the generalized fractional order of the Chebyshev functions (Q310520) (← links)
- Accurate solution of the Thomas-Fermi equation using the fractional order of rational Chebyshev functions (Q508037) (← links)
- Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
- On preconditioned BiCGSTAB solver for MLPG method applied to heat conduction in 3D complex geometry (Q1658905) (← links)
- Modified B-spline collocation approach for pricing American style Asian options (Q1674181) (← links)
- New numerical solutions for solving Kidder equation by using the rational Jacobi functions (Q1689274) (← links)
- On the numerical solution of fractional stochastic integro-differential equations via meshless discrete collocation method based on radial basis functions (Q1717178) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- A numerical investigation to viscous flow over nonlinearly stretching sheet with chemical reaction, heat transfer and magnetic field (Q1788262) (← links)
- Numerical study of astrophysics equations by meshless collocation method based on compactly supported radial basis function (Q1788273) (← links)
- A new approach to the numerical solution of Fredholm integral equations using least squares-support vector regression (Q1998260) (← links)
- Numerical simulation of reaction-diffusion neural dynamics models and their synchronization/desynchronization: application to epileptic seizures (Q2004428) (← links)
- Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440) (← links)
- Imposing various boundary conditions on positive definite kernels (Q2279620) (← links)
- Chebyshev wavelet method for solving radiative transfer equation in a slab medium (Q2299537) (← links)
- Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
- A Computationally Hybrid Method for Solving a Famous Physical Problem on an Unbounded Domain (Q3387682) (← links)
- Shifted Boubaker Lagrangian approach for solving biological systems (Q4636791) (← 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)
