On five-point equidistant stencils based on Gaussian function with application in numerical multi-dimensional option pricing
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Publication:6663401
DOI10.1016/J.CAMWA.2024.09.003MaRDI QIDQ6663401
Malik Zaka Ullah, Tao Liu, Ting Li
Publication date: 14 January 2025
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
order of convergenceerror equationfive-point stencilanalytical coefficientsintegral of radial basis function
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