On the consistency of finite difference approximations of the Black-Scholes equation on nonuniform grids
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Publication:848791
DOI10.2140/INVOLVE.2009.2.479zbMATH Open1182.91193OpenAlexW1965910492MaRDI QIDQ848791
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Publication date: 23 February 2010
Published in: (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2140/involve.2009.2.479
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