Convergence of a High-order Compact Finite Difference...

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Convergence of a High-order Compact Finite Difference Scheme for a Nonlinear Black-Scholes Equation

Düring, Bertram, Fournie, Michel, Jüngel, Ansgar
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Year:
2004
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.520443
File:
PDF, 334 KB
english, 2004
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