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    author
    Rafael Company
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    Enrique Ponsoda
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    Lucas Jodar
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    publication date
    4 November 2008
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    Mathematics Subject Classification ID
    91G60
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    60H10
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    35K15
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    91G20
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    zbMATH DE Number
    5361723
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    zbMATH Keywords
    Black-Scholes equation
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    discrete dividends
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    variable yield
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    numerical solution
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    semidiscretization
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