On a high-order Gaussian radial basis function generated Hermite finite difference method and its application (Q2059722)

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On a high-order Gaussian radial basis function generated Hermite finite difference method and its application
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    On a high-order Gaussian radial basis function generated Hermite finite difference method and its application (English)
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    14 December 2021
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    radial basis function
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    graded mesh
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    Hermite finite difference
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    Heston PDE
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    acceleration of convergence
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