Concepedia

Victor Shcherbakov

VS

Statistics

Publications

6

Citations

349

H-Index

6

Active since

2015

Affiliations

Uppsala University(Current)

Delft University of Technology

Centrum Wiskunde & Informatica

University of California, Berkeley

Lund University

Victor Shcherbakov is an author at Uppsala University specializing in business, numerical methods in finance, and option pricing.

Publications per year

2015–2018

6

Publications

6

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

Victor Shcherbakov, Elisabeth Larsson · Computers & Mathematics with Applications · 2015 · 115 citations · Full text

, , +10

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

Elisabeth Larsson, Victor Shcherbakov, Alfa Heryudono · SIAM Journal on Scientific Computing · 2017 · 105 citations

, , +16

BENCHOP – The BENCHmarking project in option pricing

Lina von Sydow, Lars Josef Höök, Elisabeth Larsson et al. · International Journal of Computer Mathematics · 2015 · 65 citations · Full text

, , +14

Radial basis function partition of unity operator splitting method for pricing multi-asset American options

Victor Shcherbakov · BIT Numerical Mathematics · 2016 · 38 citations · Full text

, , +7

Anisotropic radial basis function methods for continental size ice sheet simulations

Gong Cheng, Victor Shcherbakov · Journal of Computational Physics · 2018 · 15 citations · Full text

, , +9

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