Solving multi-dimensional European option pricing problems by integrals of the inverse quadratic radial basis function on non-uniform meshes-Reference-Cited by-同舟云学术

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Solving multi-dimensional European option pricing problems by integrals of the inverse quadratic radial basis function on non-uniform meshes

Published:2024-08 Issue: Volume:185 Page:115156
ISSN:0960-0779
Container-title:Chaos, Solitons & Fractals
language:en
Short-container-title:Chaos, Solitons & Fractals

Author:

Liu Tao^ORCID,Soleymani Fazlollah^ORCID,Ullah Malik Zaka

Funder

Hebei Province Department of Education

Publisher

Elsevier BV

Reference43 articles.

1. Introduces quantitative finance;Wilmott,2007

2. Option pricing under multifactor Black–Scholes model using orthogonal spline wavelets;Černá;Math Comput Simulation,2024

3. Foundations of computational finance;Adhikari;Math J,2020

4. Mathematical modeling and methods of option pricing;Jiang,2005

5. Radial basis function partition of unity operator splitting method for pricing multi-asset American options;Shcherbakov;BIT,2016

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