Table 4 Percentage of difference in value options by the MLPG with other methods for N = 8, K = 8, t = 0
From: A numerical study of the European option by the MLPG method with moving kriging interpolation
Node no. | Finite difference | Cubic spline |
|---|---|---|
1 | 0.00 | 0.00 |
2 | 0.10 | 0.15 |
3 | 0.54 | 0.16 |
4 | 0.09 | 0.35 |
5 | 0.37 | 0.36 |
6 | 0.47 | 0.16 |
7 | 0.22 | 0.19 |
8 | 0.00 | 0.00 |