No label defined (Q5409165)
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scientific article; zbMATH DE number 6283624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6283624 |
Statements
14 April 2014
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stabilized Adams method
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extended block
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Black-Scholes partial differential equation
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stabilization
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valuation of options
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semi-discretization
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convergence
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numerical example
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