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    Statements

    author
    Kai Zhang
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    Songgui Wang
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    Xiao Qi Yang
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    Kok Lay Teo
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    publication date
    8 July 2010
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    zbMATH Keywords
    complementarity problem
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    option pricing
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    penalty method
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    finite volume method
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    Identifiers

    Mathematics Subject Classification ID
    65M60
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    65M12
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    91B26
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    zbMATH DE Number
    5733828
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