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"On the Efficiency of 5(4) RK-Embedded Pairs with High Order Compact Scheme ..."
Chinonso Nwankwo, Weizhong Dai (2021)
- Chinonso Nwankwo, Weizhong Dai:
On the Efficiency of 5(4) RK-Embedded Pairs with High Order Compact Scheme and Robin Boundary Condition for Options Valuation. CoRR abs/2108.10418 (2021)
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