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Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance
Matache, Ana-Maria, Schwab, Christoph, Wihler, Thomas P.Volume:
27
Language:
english
Journal:
SIAM Journal on Scientific Computing
DOI:
10.1137/030602617
Date:
January, 2005
File:
PDF, 427 KB
english, 2005