High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892): Difference between revisions

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High accurate modified WENO method for the solution of Black-Scholes equation
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    High accurate modified WENO method for the solution of Black-Scholes equation (English)
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    29 April 2015
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    Black-Scholes equation
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    modified WENO method
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    grid stretching
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    high-order method
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