Efficient solution of a partial integro-differential equation in finance

Published 2007 View Full Article

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Title
Efficient solution of a partial integro-differential equation in finance
Authors
Keywords
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Journal
APPLIED NUMERICAL MATHEMATICS
Volume 58, Issue 11, Pages 1687-1703
Publisher
Elsevier BV
Online
2007-11-27
DOI
10.1016/j.apnum.2007.11.002

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