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Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory
Maya Briani, Claudia La Chioma, Roberto NataliniVolume:
98
Language:
english
Pages:
40
DOI:
10.1007/s00211-004-0530-0
Date:
October, 2004
File:
PDF, 332 KB
english, 2004