List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| BENCHOP -- SLV: the BENCHmarking project in option pricing -- stochastic and local volatility problems International Journal of Computer Mathematics | 2022-02-16 | Paper |
| Radial basis function partition of unity methods for pricing vanilla basket options Computers & Mathematics with Applications | 2020-10-11 | Paper |
| A least squares radial basis function partition of unity method for solving PDEs SIAM Journal on Scientific Computing | 2017-11-17 | Paper |
| Radial basis function partition of unity operator splitting method for pricing multi-asset American options BIT | 2016-12-21 | Paper |
| BENCHOP -- the benchmarking project in option pricing International Journal of Computer Mathematics | 2016-04-29 | Paper |
Research outcomes over time
This page was built for person: Victor Shcherbakov
