Approximation of the solution and its derivative for the singularly perturbed Black-Scholes equation with nonsmooth initial data

DOI10.1134/S0965542507030098zbMATH Open1210.91134OpenAlexW2080753637MaRDI QIDQ5311037

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Publication date: 15 October 2007

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Full work available at URL: https://doi.org/10.1134/s0965542507030098

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