"Far Field Boundary Conditions for Black-Scholes Equations."

Raul Kangro, Roy A. Nicolaides (2000)

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DOI: 10.1137/S0036142999355921

access: closed

type: Journal Article

metadata version: 2020-05-11

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Raul Kangro, Roy A. Nicolaides:
Far Field Boundary Conditions for Black-Scholes Equations. SIAM J. Numer. Anal. 38(4): 1357-1368 (2000)

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