Lecture 2021 Numerical Methods: 38: Numerical Approximation of Partial Derivatives (4)
Channel: finmath
Date: 2021-07-22

Lecture Computational Finance / Numerical Methods 38: Numerical Approximation of Partial Derivatives (Part 4/4): Error Estimates for Finite Difference Approximations: Central Finite Difference

The last of four sessions on the numerical approximation of partial derivatives via finite differences.

- Shift size for central finite difference