AN ADAPTIVE FINITE DIFFERENCE METHOD USING FAR-FIELD BOUNDARY CONDITIONS FOR THE BLACK-SCHOLES EQUATION |
Jeong, Darae
(Department of Mathematics Korea University)
Ha, Taeyoung (Division of Computational Sciences in Mathematics National Institute for Mathematical Sciences) Kim, Myoungnyoun (Division of Computational Sciences in Mathematics National Institute for Mathematical Sciences) Shin, Jaemin (Institute of Mathematical Sciences Ewha Womans University) Yoon, In-Han (Department of Mathematics Korea University) Kim, Junseok (Department of Mathematics Korea University) |
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