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[Lecture Notes in Computer Science] Numerical Methods and Applications Volume 6046 || Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models

✍ Scribed by Dimov, Ivan; Dimova, Stefka; Kolkovska, Natalia

Book ID
120481024
Publisher
Springer Berlin Heidelberg
Year
2011
Weight
192 KB
Category
Article
ISBN
3642184669

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