[EN] In this work, we apply the local Wendland radial basis function (RBF) for solving the time-dependent multi dimensional option pricing nonlinear PDEs. Firstly, cross derivative terms of the PDE are removed with a ...

[EN] We propose a local mesh-free method for the Bates¿Scott option pricing model, a 2D partial integro-differential equation (PIDE) arising in computational finance. A Wendland radial basis function (RBF) approach is used ...

This paper deals with the real dynamical analysis of iterative methods for solving nonlinear systems on vectorial quadratic polynomials. We use the extended concept of critical point and propose an easy test to determine ...

This paper focuses on solving systems of nonlinear equations numerically. We propose an efficient iterative scheme including two steps and fourth order of convergence. The proposed method does not require the evaluation ...

This note discusses how to extend and use the well-known method of Householder (1964) [6] for finding weighted Moore-Penrose inverse. The discussions cover both theoretical and numerical aspects. An approach for accelerating ...