A Computational Scheme for a Problem in the Zero-coupon Bond Pricing (Q3114142)

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A Computational Scheme for a Problem in the Zero-coupon Bond Pricing
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    A Computational Scheme for a Problem in the Zero-coupon Bond Pricing (English)
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    30 January 2012
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    degenerate parabolic equation
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    dynamical boundary condition
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    finite volume methods
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    \(M\)-matrix
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    convergence
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