On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE
| Autor: | Shi, Lei, Ullah, Malik Zaka, Nashine, Hemant Kumar |
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| Zdroj: | In Applied Mathematics and Computation 15 February 2024 463 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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