RBF-FD formulas have received special attention due to their superior accuracy, well-
conditioning, and ease of implementation in solving partial differential equations. To further …

In this paper, the cubic–quintic complex Ginzburg–Landau (CQCGL) equation is numerically
studied in 1D, 2D and 3D spaces. First, by the Strang splitting technique, the CQCGL …

Abstract Continuous time Markov Chain (CTMC) approximation techniques have received
increasing attention in the option pricing literature, due to their ability to solve complex …

Meshfree methods based on radial basis functions (RBFs) are of general interest for solving
partial differential equations (PDEs) because they can provide high order or spectral …

This paper studies an artificial neural network (ANN) for multi-asset European options.
Firstly, a simple three-layer ANN-3 is established with undetermined weights and bias …

Since control of synchronization at the onset of seizure can be considered an effective
method of preventing or treating epilepsy, developing an advanced and accurate numerical …

In this article, a new high-order, local meshless technique is presented for numerically
solving multi-dimensional Sobolev equation arising from fluid dynamics. In the proposed …

In this manuscript, we introduced the radial basis function based three implicit-explicit
(IMEX) finite difference techniques for pricing European and American options in an …

Designing an efficient high-order numerical discretization is one of the challenges in
numerical solution of fractional differential equations. Therefore in this paper to overcome …

For solving the regime switching utility maximization, Fu et al.(Eur J Oper Res 233: 184–192,
2014) derive a framework that reduce the coupled Hamilton–Jacobi–Bellman (HJB) …