COMPARISON OF NUMERICAL SCHEMES ON MULTI-DIMENSIONAL BLACK-SCHOLES EQUATIONS

DOI10.4134/BKMS.2013.50.6.2035zbMath1281.91185OpenAlexW2056713826MaRDI QIDQ2872194

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Publication date: 14 January 2014

Published in: (Search for Journal in Brave)

Full work available at URL: http://mathnet.or.kr/mathnet/kms_content.php?no=411298

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