WENO and blended BDF discretizations for option pricing problems (Q4462367)
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scientific article; zbMATH DE number 2064919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WENO and blended BDF discretizations for option pricing problems |
scientific article; zbMATH DE number 2064919 |
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WENO and blended BDF discretizations for option pricing problems (English)
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18 May 2004
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partial differential equations
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Black-Scholes equation
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