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"Positive finite difference schemes for a partial integro-differential ..."

Mohamed Fakharany, Rafael Company, Lucas Jódar (2014)

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DOI: 10.1016/J.AMC.2014.10.064

access: closed

type: Journal Article

metadata version: 2024-05-07

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Mohamed Fakharany, Rafael Company, Lucas Jódar:
Positive finite difference schemes for a partial integro-differential option pricing model. Appl. Math. Comput. 249: 320-332 (2014)

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