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"Convergence of the Two Point Flux Approximation and a novel fitted ..."
Rock S. Koffi, Antoine Tambue (2019)
- Rock S. Koffi, Antoine Tambue:
Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options. CoRR abs/1912.12737 (2019)
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