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"High-order approximation of Pearson diffusion processes."

Ganna Leonenko, Tim N. Phillips (2012)

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DOI: 10.1016/J.CAM.2012.01.022

access: open

type: Journal Article

metadata version: 2021-02-16

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Ganna Leonenko, Tim N. Phillips:
High-order approximation of Pearson diffusion processes. J. Comput. Appl. Math. 236(11): 2853-2868 (2012)

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