Pages that link to "Item:Q488213"
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The following pages link to Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213):
Displaying 14 items.
- A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
- An efficient numerical method for pricing option under jump diffusion model (Q531075) (← links)
- Forecasting the acquisition of university spin-outs: an RBF neural network approach (Q1688103) (← links)
- Convergence estimates for stationary radial basis function interpolation and for semi-discrete collocation-schemes (Q2146302) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
- An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)
- A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830) (← links)
- Truncation of computational domains as an error control strategy for approximating option pricing involving PIDEs (Q6557283) (← links)
- A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)