"A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance."

Miglena N. Koleva, Lubin G. Vulkov (2013)

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DOI: 10.1007/978-3-662-43880-0_69

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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Miglena N. Koleva, Lubin G. Vulkov:
A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance. LSSC 2013: 602-610

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