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AN ADAPTIVE FINITE DIFFERENCE METHOD USING FAR-FIELD BOUNDARY CONDITIONS FOR THE BLACK-SCHOLES EQUATION

Jeong, Darae; Ha, Taeyoung; Kim, Myoungnyoun; Shin, Jaemin; Yoon, In-Han; Kim, Junseok

ArticleIssue Date2014CitationBULLETIN OF THE KOREAN MATHEMATICAL SOCIETY, v.51, no.4, pp.1087 - 1100PublisherKOREAN MATHEMATICAL SOC
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STATISTICS
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