AN ADAPTIVE MULTIGRID TECHNIQUE FOR OPTION PRICING UNDER THE BLACK-SCHOLES MODEL |
Jeong, Darae
(Department of Mathematics, Korea University)
Li, Yibao (Department of Mathematics, Korea University) Choi, Yongho (Department of Mathematics, Korea University) Moon, Kyoung-Sook (Department of Mathematics and Information, Gachon University) Kim, Junseok (Department of Mathematics, Korea University) |
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