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"Convergence of numerical schemes for viscosity solutions to ..."
Maya Briani, Claudia La Chioma, Roberto Natalini (2004)
- Maya Briani, Claudia La Chioma, Roberto Natalini
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Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory. Numerische Mathematik 98(4): 607-646 (2004)
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