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ORCIDVictor Shcherbakov
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2010 – 2019
- 2019
[j6]Lina von Sydow, Slobodan Milovanovic, Elisabeth Larsson, Karel J. in 't Hout, Magnus Wiktorsson
, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Álvaro Leitao, Shashi Jain, Tinne Haentjens, Johan Waldén:
BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems. Int. J. Comput. Math. 96(10): 1910-1923 (2019)- 2018
- [j5]Gong Cheng, Victor Shcherbakov:
Anisotropic radial basis function methods for continental size ice sheet simulations. J. Comput. Phys. 372: 161-177 (2018) - 2017
- [j4]Josefin Ahlkrona, Victor Shcherbakov:
A meshfree approach to non-Newtonian free surface ice flow: Application to the Haut Glacier d'Arolla. J. Comput. Phys. 330: 633-649 (2017) - [j3]Elisabeth Larsson, Victor Shcherbakov, Alfa R. H. Heryudono:
A Least Squares Radial Basis Function Partition of Unity Method for Solving PDEs. SIAM J. Sci. Comput. 39(6) (2017) - [i1]Slobodan Milovanovic, Victor Shcherbakov:
Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methods. CoRR abs/1711.09852 (2017) - 2016
- [j2]Victor Shcherbakov, Elisabeth Larsson:
Radial basis function partition of unity methods for pricing vanilla basket options. Comput. Math. Appl. 71(1): 185-200 (2016) - 2015
- [j1]Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao:
BENCHOP - The BENCHmarking project in option pricing. Int. J. Comput. Math. 92(12): 2361-2379 (2015)
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