Far Field Boundary Conditions for Black--Scholes Equations
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Publication:2706366
DOI10.1137/S0036142999355921zbMath0990.35013MaRDI QIDQ2706366
Publication date: 19 March 2001
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Mathematical economics (91B99) Theoretical approximation in context of PDEs (35A35) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
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