In an incomplete market construction and by no-arbitrage assumption, the American options
pricing problem under the jump-diffusion regime-switching process is formulated by a …

In this manuscript, we presented some efficient and accurate radial basis function-based
finite difference (RBF-FD) implicit–explicit (IMEX) numerical techniques for pricing the option …

This paper presents novel implicit–explicit Runge–Kutta type methods for numerically
simulating partial integro-differential equations that arise when pricing options under jump …

The current research aims to develop a fast, stable and efficient numerical procedure for
solving option pricing problems in jump–diffusion models. A backward partial integro …

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 …

The moving least-squares (MLS) approximation is a powerful numerical scheme widely
used in the meshfree literature to construct local multivariate polynomial basis functions for …

In this paper, we develop a high-order radial basis function finite difference (RBF-FD)
approximation on a five-point stencil for pricing options under the regime-switching …

The purpose of this paper is to present an efficient method for pricing discounted American
capped options. They differ from the corresponding uncapped ones by the existing trigger …

In this paper we revisit the radial basis function (RBF) meshless method and implement it to
solve the time-dependent Maxwell's equations in metamaterials. Numerical simulations of …

In this study, we derive optimal uniform error bounds for moving least‐squares (MLS) mesh‐
free point collocation (also called finite point method) when applied to solve second‐order …