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[Lecture Notes in Computer Science] Computational Science and Its Applications — ICCSA 2003 Volume 2669 || A Fourth Order L-stable Method for the Black-Scholes Model with Barrier Options

✍ Scribed by Kumar, Vipin; Gavrilova, Marina L.; Tan, Chih Jeng Kenneth; L’Ecuyer, Pierre


Book ID
120262092
Publisher
Springer Berlin Heidelberg
Year
2003
Tongue
German
Weight
208 KB
Category
Article
ISBN
354044842X

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✦ Synopsis


The Three-volume Set, Lncs 2667, Lncs 2668, And Lncs 2669, Constitutes The Refereed Proceedings Of The International Conference On Computational Science And Its Applications, Iccsa 2003, Held In Montreal, Canada, In May 2003.the Three Volumes Present More Than 300 Papers And Span The Whole Range Of Computational Science From Foundational Issues In Computer Science And Mathematics To Advanced Applications In Virtually All Sciences Making Use Of Computational Techniques. The Proceedings Give A Unique Account Of Recent Results In Computational Science.


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