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"High-order compact scheme for solving nonlinear Black-Scholes equation ..."
Wenyuan Liao, Abdul Q. M. Khaliq (2009)
- Wenyuan Liao, Abdul Q. M. Khaliq:
High-order compact scheme for solving nonlinear Black-Scholes equation with transaction cost. Int. J. Comput. Math. 86(6): 1009-1023 (2009)
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