Uncertain fractional differential equations (UFDEs) have non-locality features to reflect
memory and hereditary characteristics for the asset price changes, thus are more suitable to …

The generalized finite difference method (GFDM) is a typical meshless collocation method
based on the Taylor series expansion and the moving least squares technique. In this paper …

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 …

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 …

This work deals with the construction of robust numerical schemes for solving a time‐
fractional convection‐diffusion (TFCD) equation with variable coefficients subject to weakly …

We propose and analyze a fully-discrete finite element method to a variable-order time-
fractional Black–Scholes model, which provides adequate descriptions for the option pricing …

This paper proposes and analyzes a superconvergent finite node method (SFPM) for
meshless solution of semilinear boundary value problems with variable coefficients …

In this paper, we focus on the kernel-based solution of high-dimensional elliptic PDEs and
propose an efficient algorithm to compute a trustable value of the shape parameter for a …

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 …

Smoothed gradients of meshless shape functions have been widely used in meshless
methods to enhance the performance of solving partial differential equations. In this paper …