A high order method for pricing of financial derivatives using radial basis function generated finite differences
S Milovanović, L von Sydow - Mathematics and Computers in Simulation, 2020 - Elsevier
In this paper, we consider the numerical pricing of financial derivatives using Radial Basis
Function generated Finite Differences in space. Such discretization methods have the …
Function generated Finite Differences in space. Such discretization methods have the …
Iterative solvers for RBF-FD discretized flow problems
W Leinen - 2024 - tore.tuhh.de
This thesis deals with the numerical solution of partial differential equations via the radial
basis function-finite difference (RBF-FD) method and the iterative solution of the arising …
basis function-finite difference (RBF-FD) method and the iterative solution of the arising …
Smaller stencil preconditioners for linear systems in RBF-FD discretizations
M Koch, S Le Borne, W Leinen - Numerical Algorithms, 2024 - Springer
Radial basis function finite difference (RBF-FD) discretization has recently emerged as an
alternative to classical finite difference or finite element discretization of (systems) of partial …
alternative to classical finite difference or finite element discretization of (systems) of partial …
Smaller stencil preconditioners for polyharmonic spline RBF-FD discretizations
S Le Borne, W Leinen - 2023 - researchsquare.com
Radial basis function finite difference (RBF-FD) discretization has recently emerged as an
alternative to classical finite difference or finite element discretization of (systems) of partial …
alternative to classical finite difference or finite element discretization of (systems) of partial …
Using Radial Basis Functions to Price Options Under a Regime-Switching Model
KM Hove - 2023 - search.proquest.com
We apply the radial basis function (RBF) collocation method to solve the coupled system of
partial differential equations (PDEs), which arises in modelling derivatives prices with …
partial differential equations (PDEs), which arises in modelling derivatives prices with …