CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY (Q4698397)

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scientific article; zbMATH DE number 756138
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CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY
scientific article; zbMATH DE number 756138

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    CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY (English)
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    15 October 1995
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    parabolic equations
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    finite difference method
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    convergence
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    finance theory
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