A Radial Basis Function-Generated Finite Difference Method to Evaluate Real Estate Index Options

Xubiao He; Pu Gong

doi:10.1007/s10614-019-09924-9

A Radial Basis Function-Generated Finite Difference Method to Evaluate Real Estate Index Options

Computational Economics ◽

10.1007/s10614-019-09924-9 ◽

2019 ◽

Vol 55 (3) ◽

pp. 999-1019

Author(s):

Xubiao He ◽

Pu Gong

Keyword(s):

Finite Difference ◽

Real Estate ◽

Finite Difference Method ◽

Radial Basis Function ◽

Basis Function ◽

Difference Method ◽

Index Options ◽

Radial Basis

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On a high-order Gaussian radial basis function generated Hermite finite difference method and its application

CALCOLO ◽

10.1007/s10092-021-00443-4 ◽

2021 ◽

Vol 58 (4) ◽

Author(s):

Fazlollah Soleymani ◽

Shengfeng Zhu

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Radial Basis Function ◽

Basis Function ◽

Difference Method ◽

High Order ◽

Radial Basis

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A Least Squares Radial Basis Function Finite Difference Method with Improved Stability Properties

SIAM Journal on Scientific Computing ◽

10.1137/20m1320079 ◽

2021 ◽

Vol 43 (2) ◽

pp. A1441-A1471

Author(s):

Igor Tominec ◽

Elisabeth Larsson ◽

Alfa Heryudono

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Radial Basis Function ◽

Least Squares ◽

Basis Function ◽

Difference Method ◽

Stability Properties ◽

Radial Basis ◽

Improved Stability

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Analysis of Homogeneous Waveguides via the Meshless Radial Basis Function-Generated-Finite-Difference Method

IEEE Microwave and Wireless Components Letters ◽

10.1109/lmwc.2019.2959450 ◽

2020 ◽

Vol 30 (3) ◽

pp. 229-232

Author(s):

Jose A. Pereda ◽

Ana Grande

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Radial Basis Function ◽

Basis Function ◽

Difference Method ◽

Radial Basis

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Application of the local radial basis function-based finite difference method for pricing American options

International Journal of Computer Mathematics ◽

10.1080/00207160.2014.950571 ◽

2014 ◽

Vol 92 (8) ◽

pp. 1608-1624 ◽

Cited By ~ 11

Author(s):

Mohan K. Kadalbajoo ◽

Alpesh Kumar ◽

Lok Pati Tripathi

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Radial Basis Function ◽

Basis Function ◽

Difference Method ◽

American Options ◽

Radial Basis

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Local radial basis function–finite-difference method to simulate some models in the nonlinear wave phenomena: regularized long-wave and extended Fisher–Kolmogorov equations

Engineering With Computers ◽

10.1007/s00366-019-00877-z ◽

2019 ◽

Cited By ~ 2

Author(s):

Mehdi Dehghan ◽

Nasim Shafieeabyaneh

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Radial Basis Function ◽

Nonlinear Wave ◽

Basis Function ◽

Difference Method ◽

Kolmogorov Equations ◽

Long Wave ◽

Radial Basis ◽

Wave Phenomena

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Explicit Radial-Basis-Function-Based Finite-Difference Method for Interfacial Mass-Transfer Problems

Chemical Engineering & Technology ◽

10.1002/ceat.201600536 ◽

2017 ◽

Vol 40 (8) ◽

pp. 1385-1390 ◽

Cited By ~ 2

Author(s):

Manuel Falcone ◽

Holger Marschall

Keyword(s):

Mass Transfer ◽

Finite Difference ◽

Finite Difference Method ◽

Radial Basis Function ◽

Basis Function ◽

Difference Method ◽

Radial Basis ◽

Interfacial Mass Transfer ◽

Transfer Problems

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A radial basis function (RBF) finite difference method for the simulation of reaction-diffusion equations on stationary platelets within the augmented forcing method

International Journal for Numerical Methods in Fluids ◽

10.1002/fld.3880 ◽

2014 ◽

Vol 75 (1) ◽

pp. 1-22 ◽

Cited By ~ 18

Author(s):

Varun Shankar ◽

Grady B. Wright ◽

Aaron L. Fogelson ◽

Robert M. Kirby

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Radial Basis Function ◽

Basis Function ◽

Difference Method ◽

Reaction Diffusion ◽

Reaction Diffusion Equations ◽

Diffusion Equations ◽

Radial Basis

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Modifying Explicit Finite Difference Method by Using Radial Basis Function Neural Network

AL-Rafidain Journal of Computer Sciences and Mathematics ◽

10.33899/csmj.2013.163484 ◽

2013 ◽

Vol 10 (2) ◽

pp. 171-186

Author(s):

Omar Kasim

Keyword(s):

Neural Network ◽

Finite Difference ◽

Finite Difference Method ◽

Radial Basis Function ◽

Basis Function ◽

Difference Method ◽

Radial Basis ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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A Finite Difference Method Based on Radial Basis Function for Non-Homogeneous Two-Point Boundary Value Problems with Small Viscosity Coefficient

Advances in Applied Mathematics ◽

10.12677/aam.2018.71004 ◽

2018 ◽

Vol 07 (01) ◽

pp. 20-29

Author(s):

俊娜段

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Radial Basis Function ◽

Boundary Value Problems ◽

Basis Function ◽

Difference Method ◽

Boundary Value ◽

Viscosity Coefficient ◽

Point Boundary ◽

Small Viscosity

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Stability and convergence of radial basis function finite difference method for the numerical solution of the reaction–diffusion equations

Applied Mathematics and Computation ◽

10.1016/j.amc.2015.09.034 ◽

2015 ◽

Vol 271 ◽

pp. 567-580 ◽

Cited By ~ 2

Author(s):

Ahmad Golbabai ◽

Ahmad Nikpour

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Radial Basis Function ◽

Numerical Solution ◽

Basis Function ◽

Difference Method ◽

Reaction Diffusion ◽

Reaction Diffusion Equations ◽

Diffusion Equations ◽

Stability And Convergence

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