A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients (Q2444255)

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A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients
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    A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients (English)
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    9 April 2014
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    convection-diffusion equation
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    positivity
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    nonstandard finite difference method
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    subequation method
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    option pricing
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    air pollution
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    numerical examples
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    Black-Scholes equation
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