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High order smoothing schemes for inhomogeneous parabolic problems with applications in option pricing

✍ Scribed by A.Q.M. Khaliq; B.A. Wade; M. Yousuf; J. Vigo-Aguiar

Publisher: John Wiley and Sons
Year: 2007
Tongue: English
Weight: 623 KB
Volume: 23
Category: Article
ISSN: 0749-159X
DOI: 10.1002/num.20228

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