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AIP Conference Proceedings [AIP 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013: ICNAAM 2013 - Rhodes, Greece (21–27 September 2013)] - On discontinuous Galerkin for time integration in option pricing problems with adaptive finite differences in space
von Sydow, LinaYear:
2013
Language:
english
Journal:
AIP Conference Proceedings
DOI:
10.1063/1.4826018
File:
PDF, 366 KB
english, 2013