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scientific article; zbMATH DE number 6263488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6263488 |
Statements
28 February 2014
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variable coefficient parabolic equation
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non-smooth boundary conditions
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high order compact scheme
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local mesh refinement
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numerical examples
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Black-Scholes European options pricing
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