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On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance
Wang, Wansheng, Chen, Yingzi, Fang, HuaVolume:
57
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.1137/18M1194328
Date:
January, 2019
File:
PDF, 589 KB
english, 2019