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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English | 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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