A CONVERGENT DIFFERENCE SCHEME FOR A CLASS OF PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS MODELING PRICING UNDER UNCERTAINTY
| Autor: | COCLITE, G. M., REICHMANN, O., RISEBRO, N. H. |
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| Zdroj: | SIAM Journal on Numerical Analysis, 2016 Jan 01. 54(2), 588-605. |
| Databáze: | JSTOR Journals |
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