COMPARISON OF NUMERICAL METHODS (BI-CGSTAB, OS, MG) FOR THE 2D BLACK-SCHOLES EQUATION |
Jeong, Darae
(Department of Mathematics, Korea University)
Kim, Sungki (Department of Mathematics, Korea University) Choi, Yongho (Department of Mathematics, Korea University) Hwang, Hyeongseok (Department of Financial Engineering, Korea University) Kim, Junseok (Department of Mathematics, Korea University) |
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