Pages that link to "Item:Q952081"

The following pages link to Improved radial basis function methods for multi-dimensional option pricing (Q952081):

Displaying 30 items.

• Solving inverse Stokes problems by modified collocation Trefftz method (Q396254) (← links)
• Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
• A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) (← links)
• Enhancing credit default swap valuation with meshfree methods (Q635199) (← links)
• Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (Q952091) (← links)
• The evaluation of compound options based on RBF approximation methods (Q1654739) (← links)
• A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
• RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
• A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
• Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
• Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574) (← links)
• Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
• Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598) (← links)
• Convergence estimates for stationary radial basis function interpolation and for semi-discrete collocation-schemes (Q2146302) (← links)
• The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
• Multilayer heat equations: application to finance (Q2170292) (← links)
• On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← links)
• A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
• Local RBF method for multi-dimensional partial differential equations (Q2406271) (← links)
• A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233) (← links)
• An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
• BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
• A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
• A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381) (← links)
• (Q5095419) (← links)
• An RBF approach for oil futures pricing under the jump-diffusion model (Q5855722) (← links)
• A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
• Energy-stable global radial basis function methods on summation-by-parts form (Q6178639) (← links)