Table 2 Numerical results by difference N for σ = 0.4, r = 0.08 and \(\epsilon\) = 16 at t = 0 for irregular nodal points
From: A numerical study of the European option by the MLPG method with moving kriging interpolation
N | ∆t = 0.1 | ∆t = 0.01 | ||
|---|---|---|---|---|
\(E_{\infty }^{N}\) | \(E_{RMS}^{N}\) | \(E_{\infty }^{N}\) | \(E_{RMS}^{N}\) | |
8 | 1.9276E−002 | 9.2465E−003 | 1.9277E−002 | 9.2453E−003 |
16 | 3.9246E−002 | 9.2326E−003 | 3.9245E−002 | 9.2318E−003 |
32 | 2.3700E−002 | 4.6122E−003 | 2.3713E−002 | 4.6136E−003 |
64 | 2.3812E−003 | 1.9354E−004 | 2.3753E−003 | 1.9002E−004 |
128 | 5.0184E−004 | 2.0978E−005 | 4.2664E−004 | 2.0389E−005 |