Sharp error estimate of variable time-step IMEX BDF2 scheme for parabolic integro-differential equations with initial singularity arising in finance (Q6388938)

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scientific article; zbMATH DE number 900522797
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Sharp error estimate of variable time-step IMEX BDF2 scheme for parabolic integro-differential equations with initial singularity arising in finance
scientific article; zbMATH DE number 900522797

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    23 January 2022
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