Pages that link to "Item:Q1994245"
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The following pages link to Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245):
Displaying 50 items.
- The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method (Q463595) (← links)
- A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) (← links)
- Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Numerical solution of two-dimensional elliptic PDEs with nonlocal boundary conditions (Q524785) (← links)
- A note on the numerical resolution of Heston PDEs (Q829233) (← 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)
- Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions (Q1653611) (← links)
- Meshless simulation of stochastic advection-diffusion equations based on radial basis functions (Q1654643) (← links)
- The evaluation of compound options based on RBF approximation methods (Q1654739) (← links)
- A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Solution of multi-dimensional Klein-Gordon-Zakharov and Schrödinger/Gross-Pitaevskii equations via local radial basis functions-differential quadrature (RBF-DQ) technique on non-rectangular computational domains (Q1658805) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- An upwind local radial basis functions-differential quadrature (RBF-DQ) method with proper orthogonal decomposition (POD) approach for solving compressible Euler equation (Q1658817) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- Modified B-spline collocation approach for pricing American style Asian options (Q1674181) (← links)
- Forecasting the acquisition of university spin-outs: an RBF neural network approach (Q1688103) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- Numerical simulation of reaction-diffusion neural dynamics models and their synchronization/desynchronization: application to epileptic seizures (Q2004428) (← links)
- Generalized regularized least-squares approximation of noisy data with application to stochastic PDEs (Q2006304) (← links)
- Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598) (← links)
- A stable method for the evaluation of Gaussian radial basis function solutions of interpolation and collocation problems (Q2007310) (← links)
- An automatic node-adaptive scheme applied with a RBF-collocation meshless method (Q2008807) (← links)
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- Application of combination schemes based on radial basis functions and finite difference to solve stochastic coupled nonlinear time fractional sine-Gordon equations (Q2064984) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- An efficient operator-splitting radial basis function-generated finite difference (RBF-FD) scheme for image noise removal based on nonlinear total variation models (Q2085984) (← links)
- Anti-aliasing of gray-scale/color/outline images: looking through the lens of numerical approaches for PDE-based models (Q2122638) (← links)
- Efficient image denoising technique using the meshless method: investigation of operator splitting RBF collocation method for two anisotropic diffusion-based PDEs (Q2122659) (← links)
- Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
- RBF methods in a stochastic volatility framework for Greeks computation (Q2186934) (← 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)
- On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← links)
- Local RBF method for multi-dimensional partial differential equations (Q2406271) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) (← links)
- Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
- A computationally efficient numerical approach for multi-asset option pricing (Q5031852) (← links)
- (Q5095419) (← links)
- (Q5095447) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
