Neural networks with radial basis functions method are used to solve a class of initial boundary value of fractional partial differential equations with variable coefficients on a finite domain. It takes the case where a left-handed or right-handed fractional spatial derivative may be present in the partial differential equations. Convergence of this method will be discussed in the paper. A num...

For European plain vanilla options, we investigate the difference between solutions obtained by the full-scale and an approximate Heston-Hull-White (HHW) model. Based on the corresponding two option pricing PDEs, we analyze the quality of the approximation. To confirm the accuracy of the analysis, we solve the HHW PDE, its approximating PDE as well as the PDE for the error, numerically, via a s...