Pages that link to "Item:Q1653560"
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The following pages link to A numerical study of Asian option with radial basis functions based finite differences method (Q1653560):
Displayed 16 items.
- A radial basis functions based finite differences method for wave equation with an integral condition (Q298784) (← links)
- An efficient numerical method for pricing option under jump diffusion model (Q531075) (← links)
- A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
- A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (Q1631428) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
- Pricing European passport option with radial basis function (Q1791773) (← links)
- A robust numerical technique and its analysis for computing the price of an Asian option (Q2161069) (← links)
- A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
- An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294) (← links)
- High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
- A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
- High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736) (← links)
- Stabilized finite element approximation of the Swift-Hohenberg model on evolving surfaces (Q6177750) (← links)