High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High order splitting schemes with complex timesteps and their application in mathematical finance |
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High order splitting schemes with complex timesteps and their application in mathematical finance (English)
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17 July 2014
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splitting methods
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complex coefficients
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mathematical finance
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convection-dominated problems
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interest rate theory
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