A Class of Mesh-Free Algorithms for Some Problems Arising in Finance and Machine Learning-Reference-Cited by-同舟云学术

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A Class of Mesh-Free Algorithms for Some Problems Arising in Finance and Machine Learning

Published:2023-04-21 Issue:3 Volume:95 Page:
ISSN:0885-7474
Container-title:Journal of Scientific Computing
language:en
Short-container-title:J Sci Comput

Author:

LeFloch Philippe G.,Mercier Jean-Marc

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,General Engineering,Theoretical Computer Science,Software,Applied Mathematics,Computational Mathematics,Numerical Analysis

Link

https://link.springer.com/content/pdf/10.1007/s10915-023-02179-5.pdf

Reference34 articles.

1. Afrasiabi, M., Roethlin, M., Wegener, K.: Contemporary mesh-free methods for three-dimensional heat conduction problems. Arch. Comput. Methods Eng. 27, 1413–1447 (2020)

2. Antonov, A., Konikov, M., Spector, M.: The free boundary SABR: natural extension to negative rates, January 2015, technical report available at http://ssrn.com/abstract=2557046

3. Babuska, I., Banerjee, U., Osborn, J.E.: Survey of mesh-less and generalized finite element methods: a unified approach. Acta Numer. 12, 1–125 (2003)

4. Berlinet, A., Thomas-Agnan, C.: Reproducing Kernel Hilbert Spaces in Probability and Statistics. Springer, Berlin (2004)

5. Bessa, M.A., Foster, J.T., Belytschko, T., Liu, W.K.: A mesh-free unification: reproducing kernel peridynamics. Comput. Mech. 53, 1251–1264 (2014)

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