Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501)

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Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation
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    Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (English)
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    29 April 2016
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    Black-Scholes-Barenblatt
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    fitted finite volume
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    strong stability-preserving
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    consistency
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