Gaussian Quadrature Formulas, by A. H Stroud and D. Secrest. Prentice-Hall, Inc., Englewood Cliffs, N. J., 1966. 374 pages. [PDF]
, 1967 K. W. Smillie
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Study of different order of Gaussian Quadrature using Linear Element Interpolation in First Order Polarization Tensor [PDF]
, 2021 Suzarina Ahmed Sukri +2 more
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INCREASING THE ACCURACY OF OPTION PRICING BY USING IMPLIED PARAMETERS RELATED TO HIGHER MOMENTS [PDF]
The inaccuracy of the Black-Scholes formula arises from two aspects: the formula is for European options while most real option contracts are American; the formula is based on the assumption that underlying asset prices follow a lognormal distribution ...
Brorsen, B. Wade, Ji, Dasheng
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Optimization approaches to quadrature: New characterizations of Gaussian quadrature on the line and quadrature with few nodes on plane algebraic curves, on the plane and in higher dimensions [PDF]
Journal of Complexity, 2016 C. Riener, M. Schweighofer
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A Quantile-Conserving Ensemble Filter Based on Kernel-Density Estimation
Remote SensingEnsemble Kalman filters are an efficient class of algorithms for large-scale ensemble data assimilation, but their performance is limited by their underlying Gaussian approximation.
Ian Grooms, Christopher Riedel
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Hybrid quadrature moment method for accurate and stable representation of non-Gaussian processes and their dynamics [PDF]
, 2021 Alexis-Tzianni Charalampopoulos +3 more
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MathematicsThis paper presents a fully implicit finite difference scheme for the numerical approximation of a wave equation featuring strong damping and a distributed delay term. The discretization employs second-order accurate approximations in both time and space.
Manal Alotaibi
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Gaussian quadrature in Ramanujan’s Second Notebook
Proceedings Mathematical Sciences, 1994 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Anti-Gaussian quadrature rule for trigonometric polynomials
, 2022 Nevena Petrović +2 more
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