Victor Shcherbakov

According to our database, Victor Shcherbakov authored at least 7 papers between 2015 and 2019.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2019

BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems.

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

Int. J. Comput. Math., 2019

2018

Anisotropic radial basis function methods for continental size ice sheet simulations.

Gong Cheng, Victor Shcherbakov

J. Comput. Phys., 2018

2017

A Least Squares Radial Basis Function Partition of Unity Method for Solving PDEs.

Elisabeth Larsson, Victor Shcherbakov, Alfa R. H. Heryudono

SIAM J. Sci. Comput., 2017

A meshfree approach to non-Newtonian free surface ice flow: Application to the Haut Glacier d'Arolla.

Josefin Ahlkrona, Victor Shcherbakov

J. Comput. Phys., 2017

Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methods.

Slobodan Milovanovic, Victor Shcherbakov

CoRR, 2017

2016

Radial basis function partition of unity methods for pricing vanilla basket options.

Victor Shcherbakov, Elisabeth Larsson

Comput. Math. Appl., 2016

2015

BENCHOP - The BENCHmarking project in option pricing.

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

Int. J. Comput. Math., 2015