Exponential Time Integration and Second-Order Difference...

Journal of Applied Mathematics 2012 Vol. 2012

Exponential Time Integration and Second-Order Difference Scheme for a Generalized Black-Scholes Equation

Cen, Zhongdi, Le, Anbo, Xu, Aimin
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Volume:
2012
Year:
2012
Language:
english
Journal:
Journal of Applied Mathematics
DOI:
10.1155/2012/796814
File:
PDF, 617 KB
english, 2012
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