Singular Perturbations for Boundary Value Problems Arising from Exotic Options
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Publication:4830584
DOI10.1137/S0036139902420043zbMath1099.91062MaRDI QIDQ4830584
Aytaç İlhan, Mattias Jonsson, Ronnie Sircar
Publication date: 13 December 2004
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
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