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"Convergence rates of moving mesh methods for moving boundary partial ..."

Jingtang Ma, Han Wang (2020)

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DOI: 10.1016/J.CAM.2019.112598

access: closed

type: Journal Article

metadata version: 2020-02-20

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Jingtang Ma, Han Wang:
Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing. J. Comput. Appl. Math. 370 (2020)

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