Pages that link to "Item:Q864787"
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The following pages link to On the error estimate of finite difference method for the obstacle problem (Q864787):
Displaying 3 items.
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214) (← links)
- Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles (Q1734182) (← links)