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"Efficient L-stable method for parabolic problems with application to ..."

Muhammad S. Yousuf (2009)

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DOI: 10.1016/J.AMC.2009.02.060

access: closed

type: Journal Article

metadata version: 2023-03-10

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Muhammad S. Yousuf:
Efficient L-stable method for parabolic problems with application to pricing American options under stochastic volatility. Appl. Math. Comput. 213(1): 121-136 (2009)

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