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