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"A new higher order compact finite difference method for generalised ..."
Pradip Roul, V. M. K. Prasad Goura (2020)
- Pradip Roul, V. M. K. Prasad Goura:
A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option. J. Comput. Appl. Math. 363: 464-484 (2020)
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