| Radial basis function partition of unity methods for pricing vanilla basket options V Shcherbakov, E Larsson Computers & Mathematics with Applications 71 (1), 185-200, 2016 | 121 | 2016 |
| A least squares radial basis function partition of unity method for solving PDEs E Larsson, V Shcherbakov, A Heryudono SIAM Journal on Scientific Computing 39 (6), A2538-A2563, 2017 | 100 | 2017 |
| BENCHOP–The BENCHmarking project in option pricing L von Sydow, L Josef Höök, E Larsson, E Lindström, S Milovanović, ... International Journal of Computer Mathematics 92 (12), 2361-2379, 2015 | 78 | 2015 |
| Radial basis function partition of unity operator splitting method for pricing multi-asset American options V Shcherbakov BIT Numerical Mathematics 56, 1401-1423, 2016 | 38 | 2016 |
| A meshfree approach to non-Newtonian free surface ice flow: Application to the Haut Glacier d'Arolla J Ahlkrona, V Shcherbakov Journal of Computational Physics 330, 633-649, 2017 | 16 | 2017 |
| Anisotropic radial basis function methods for continental size ice sheet simulations G Cheng, V Shcherbakov Journal of Computational Physics 372, 161-177, 2018 | 15 | 2018 |
| Benchop–SLV: The benchmarking project in option pricing–stochastic and local volatility problems L von Sydow, S Milovanović, E Larsson, K In't Hout, M Wiktorsson, ... International Journal of Computer Mathematics 96 (10), 1910-1923, 2019 | 9 | 2019 |
| Pricing derivatives under multiple stochastic factors by localized radial basis function methods S Milovanović, V Shcherbakov arXiv preprint arXiv:1711.09852, 2017 | 6 | 2017 |
| Influence of jump-at-default in IR and FX on Quanto CDS prices A Itkin, V Shcherbakov, A Veygman arXiv preprint arXiv:1711.07133, 2017 | 4 | 2017 |
| New model for pricing quanto credit default swaps A Itkin, V Shcherbakov, A Veygman International Journal of Theoretical and Applied Finance 22 (03), 1950003, 2019 | 2 | 2019 |
| Localised Radial Basis Function Methods for Partial Differential Equations V Shcherbakov Acta Universitatis Upsaliensis, 2018 | 2 | 2018 |
| Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methods V Shcherbakov arXiv. org, 2018 | | 2018 |
| Inuence of jump-at-default in IR and FX on Quanto CDS prices A Itkin, V Shcherbakov, A Veygman | | 2017 |
| Towards a Highly Efficient Meshfree Simulation of Non-Newtonian Free Surface Ice Flow: Application to the Haut Glacier d'Arolla V Shcherbakov, J Ahlkrona AGU Fall Meeting Abstracts 2016, C32A-06, 2016 | | 2016 |
| Radial basis function methods for pricing multi-asset options V Shcherbakov Uppsala University, 2016 | | 2016 |
| On Different Techniques of Pricing American Multi-asset Options Using Radial Basis Function Methods V Shcherbakov, E Larsson BOOK OF ABSTRACTS, 210, 2015 | | 2015 |
| Pricing American multi-asset options using radial basis function partition of unity method V Shcherbakov | | |
| Notes on the BENCHOP implementations for RBF–PUM V Shcherbakov | | |
Elisabeth LarssonProfessor of Scientific Computing, Uppsala Universityכתובת אימייל מאומתת בדומיין it.uu.se
