For Gaussian quadrature rules over a finite interval, applied to analytic or meromorphic functions, we develop error bounds from contour integral representations of ...

This is a preview. Log in through your library . Abstract A general method is described to compute the exact error in the numerical integration of a given polynomial ...

We provide a bound for the error committed when using a Fourier method to price European options, when the underlying follows an exponential Lévy dynamic. The price ...

Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical ...