"A robust and accurate finite difference method for a generalized ..."

Zhongdi Cen, Anbo Le (2011)

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DOI: 10.1016/J.CAM.2011.01.018

access: open

type: Journal Article

metadata version: 2021-02-16

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Zhongdi Cen, Anbo Le:
A robust and accurate finite difference method for a generalized Black-Scholes equation. J. Comput. Appl. Math. 235(13): 3728-3733 (2011)

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