Finite Volume Schemes for Solving Nonlinear Partial Differential Equations in Financial Mathematics (Q2902144)

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Finite Volume Schemes for Solving Nonlinear Partial Differential Equations in Financial Mathematics
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    Finite Volume Schemes for Solving Nonlinear Partial Differential Equations in Financial Mathematics (English)
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    17 August 2012
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    finite volume method
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    second-order scheme
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    financial mathematics
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