Pages that link to "Item:Q1609116"

The following pages link to A quasi-radial basis functions method for American options pricing. (Q1609116):

Displaying 45 items.

• Solving time-dependent differential equations by multiquadric trigonometric quasi-interpolation (Q298860) (← links)
• A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
• Multiquadric and its shape parameter -- a numerical investigation of error estimate, condition number, and round-off error by arbitrary precision computation (Q444824) (← links)
• Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570) (← links)
• Enhancing credit default swap valuation with meshfree methods (Q635199) (← links)
• Multi-quadric quasi-interpolation method coupled with FDM for the Degasperis-Procesi equation (Q668796) (← links)
• Radial basis function partition of unity operator splitting method for pricing multi-asset American options (Q727900) (← links)
• Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
• Pricing European and American options by radial basis point interpolation (Q903013) (← links)
• 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) (← links)
• Improved radial basis function methods for multi-dimensional option pricing (Q952081) (← links)
• A numerical study of Asian option with radial basis functions based finite differences method (Q1653560) (← 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)
• A meshless symplectic algorithm for nonlinear wave equation using highly accurate RBFs quasi-interpolation (Q1740087) (← links)
• Multivariate quasi-interpolation schemes for dimension-splitting multiquadric (Q1763232) (← links)
• A univariate quasi-multiquadric interpolation with better smoothness (Q1770663) (← links)
• Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574) (← links)
• Options valuation by using radial basis function approximation (Q1958378) (← links)
• On the selection of a good value of shape parameter in solving time-dependent partial differential equations using RBF approximation method (Q1991312) (← links)
• Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
• Multiquadric quasi-interpolation for integral functionals (Q1998109) (← links)
• Approximation orders and shape preserving properties of the multiquadric trigonometric B-spline quasi-interpolant (Q2006051) (← links)
• Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598) (← links)
• Two numerical meshless techniques based on radial basis functions (RBFs) and the method of generalized moving least squares (GMLS) for simulation of coupled Klein-Gordon-Schrödinger (KGS) equations (Q2006642) (← links)
• A meshless symplectic method for two-dimensional Schrödinger equation with radial basis functions (Q2012686) (← links)
• Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
• RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function (Q2226775) (← links)
• The numerical solution of fractional Black-Scholes-Schrödinger equation using the RBFs method (Q2246515) (← links)
• On approximate cardinal preconditioning methods for solving PDEs with radial basis functions (Q2269228) (← links)
• On the numerical solution of one-dimensional nonlinear nonhomogeneous Burgers' equation (Q2336571) (← links)
• Local RBF method for multi-dimensional partial differential equations (Q2406271) (← links)
• Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← 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)
• European option under a skew version of the GBM model with transaction costs by an RBF method (Q3389651) (← links)
• High-order exponential spline method for pricing European options (Q4646565) (← links)
• Spline approximation method to solve an option pricing problem (Q4899077) (← links)
• Pricing European and American Options by SPH Method (Q4985141) (← links)
• Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
• A computationally efficient numerical approach for multi-asset option pricing (Q5031852) (← links)
• PRICING EUROPEAN TWO-ASSET OPTION USING THE SPECTRAL METHOD WITH SECOND-KIND CHEBYSHEV POLYNOMIALS (Q5101563) (← links)
• Application of the local radial basis function-based finite difference method for pricing American options (Q5266153) (← links)
• A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
• The local radial basis function collocation method for elastic wave propagation analysis in 2D composite plate (Q6044062) (← links)
• Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)