On five-point equidistant stencils based on Gaussian function with application in numerical multi-dimensional option pricing-Reference-Cited by-同舟云学术

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On five-point equidistant stencils based on Gaussian function with application in numerical multi-dimensional option pricing

Published:2024-12 Issue: Volume:176 Page:35-45
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Liu Tao^ORCID,Li Ting^ORCID,Ullah Malik Zaka

Publisher

Elsevier BV

Reference43 articles.

1. Meshfree Approximation Methods with Matlab;Fasshauer,2007

2. Scattered Data Approximation;Wendland,2005

3. Applying the meshless fragile points method to solve the two-dimensional linear Schrödinger equation on arbitrary domains;Haghighi;Iran. J. Numer. Anal. Optim.,2023

4. Partition of unity interpolation using stable kernel-based techniques;Cavoretto;Appl. Numer. Math.,2017

5. Optical solitons based on N-coupled nonlinear Schrödinger equations and rational RBF partition of unity approach;Abbaszadeh;Eng. Anal. Bound. Elem.,2024

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