Localized collocation methods based on radial basis functions (RBFs) for elliptic problems
appear to be nonrobust in the presence of Neumann boundary conditions. In this paper, we …

The Heston–Hull–White three-dimensional time-dependent partial differential equation
(PDE) is one of the important models in mathematical finance, at which not only the volatility …

The paper focuses on pricing European-style options on multiple underlying assets under
the Black–Scholes model represented by a nonstationary partial differential equation. The …

The research community's treatise on computational economics and financial models has
promising interest for the exploration and exploitation of artificial intelligence (AI)-based …

The target of this research is to resolve high-dimensional partial differential equations
(PDEs) for multi-asset options, modeled as parabolic time-dependent PDEs. We present a …

There exist several numerical methods for finding the resolution of high dimensional option
pricing Black-Scholes PDE with variable coefficients. Here we use radial basis functions to …

Timely and accurately obtaining the strength of pouring material, eg, concrete, cement
mortar, is of great significance for engineering construction. In this paper, a non-destructive …

Recently, several improvements over the radial basis function generated finite difference
method have been appeared numerically and theoretically in literature. Suitable …

This paper explores multi-asset options as a means to diversify portfolios, mitigating risk
across various assets. We present a numerical method using radial basis function …

We propose an unconditionally stable numerical algorithm, which uses the Feynman-Kac
formula of the Black-Scholes equation to obtain accurate option prices and hedge …