Exact and numerical solution of Black--Scholes matrix equation
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Publication:1764689
DOI10.1016/j.amc.2003.11.018zbMath1089.91019MaRDI QIDQ1764689
Publication date: 22 February 2005
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2003.11.018
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