[HTML][HTML] Radial basis function partition of unity methods for pricing vanilla basket options
V Shcherbakov, E Larsson - Computers & Mathematics with Applications, 2016 - Elsevier
Meshfree methods based on radial basis function (RBF) approximation are becoming widely
used for solving PDE problems. They are flexible with respect to the problem geometry and …
used for solving PDE problems. They are flexible with respect to the problem geometry and …
American options pricing under regime-switching jump-diffusion models with meshfree finite point method
M Shirzadi, M Rostami, M Dehghan, X Li - Chaos, Solitons & Fractals, 2023 - Elsevier
In an incomplete market construction and by no-arbitrage assumption, the American options
pricing problem under the jump-diffusion regime-switching process is formulated by a …
pricing problem under the jump-diffusion regime-switching process is formulated by a …
[HTML][HTML] Accurate solution of the Thomas–Fermi equation using the fractional order of rational Chebyshev functions
K Parand, M Delkhosh - Journal of Computational and Applied …, 2017 - Elsevier
In this paper, the nonlinear singular Thomas–Fermi differential equation for neutral atoms is
solved using the fractional order of rational Chebyshev orthogonal functions (FRCs) of the …
solved using the fractional order of rational Chebyshev orthogonal functions (FRCs) of the …
Solving Volterra's population growth model of arbitrary order using the generalized fractional order of the Chebyshev functions
K Parand, M Delkhosh - Ricerche di Matematica, 2016 - Springer
Volterra's model for population growth in a closed system includes an integral term to
indicate accumulated toxicity in addition to the usual terms of the logistic equation, that …
indicate accumulated toxicity in addition to the usual terms of the logistic equation, that …
[HTML][HTML] Meshless methods for American option pricing through physics-informed neural networks
Abstract Nowadays, Deep Learning is drastically revolutionizing financial research as well
as industry. Many methods have been discussed in the last few years, mainly related to …
as industry. Many methods have been discussed in the last few years, mainly related to …
Direct local boundary integral equation method for numerical solution of extended Fisher–Kolmogorov equation
In this paper, the local boundary integral equation (LBIE) method based on generalized
moving least squares (GMLS) is proposed for solving extended Fisher–Kolmogorov (EFK) …
moving least squares (GMLS) is proposed for solving extended Fisher–Kolmogorov (EFK) …
A new approach for the black–scholes model with linear and nonlinear volatilities
Since financial engineering problems are of great importance in the academic community,
effective methods are still needed to analyze these models. Therefore, this article focuses …
effective methods are still needed to analyze these models. Therefore, this article focuses …
Numerical study of astrophysics equations by meshless collocation method based on compactly supported radial basis function
In this paper, we propose compactly supported radial basis functions for solving some well-
known classes of astrophysics problems categorized as non-linear singular initial ordinary …
known classes of astrophysics problems categorized as non-linear singular initial ordinary …
A new numerical learning approach to solve general Falkner–Skan model
A new numerical learning approach namely Rational Gegenbauer Least Squares Support
Vector Machines (RG_LS_SVM), is introduced in this paper. RG_LS_SVM method is a …
Vector Machines (RG_LS_SVM), is introduced in this paper. RG_LS_SVM method is a …
A comparative analysis of local meshless formulation for multi-asset option models
I Ahmad - Engineering Analysis with Boundary Elements, 2016 - Elsevier
A local meshless radial basis function collocation differential quadrature (LMRBFCDQ) is
proposed for the numerical solution of a single and multi-asset option pricing PDE models …
proposed for the numerical solution of a single and multi-asset option pricing PDE models …