On five-point equidistant stencils based on Gaussian function with application in numerical multi-dimensional option pricing (Q6663401)
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scientific article; zbMATH DE number 7967235
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| English | On five-point equidistant stencils based on Gaussian function with application in numerical multi-dimensional option pricing |
scientific article; zbMATH DE number 7967235 |
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On five-point equidistant stencils based on Gaussian function with application in numerical multi-dimensional option pricing (English)
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14 January 2025
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integral of radial basis function
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order of convergence
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five-point stencil
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analytical coefficients
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error equation
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