Fast and efficient numerical methods for an extended Black-Scholes model (Q316536)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast and efficient numerical methods for an extended Black-Scholes model |
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Fast and efficient numerical methods for an extended Black-Scholes model (English)
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27 September 2016
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convolutional integral
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Black-Scholes model
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preconditioner
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stability
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convergence
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