High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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