Pages that link to "Item:Q1958378"
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The following pages link to Options valuation by using radial basis function approximation (Q1958378):
Displayed 17 items.
- Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570) (← 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)
- Modified B-spline collocation approach for pricing American style Asian options (Q1674181) (← 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)
- Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
- On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← 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)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← 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)
- Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
- An integration preconditioning method for solving option pricing problems (Q5031225) (← links)
- High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736) (← links)