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2022-08
Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters
Kumar, Devendra
2022-03
A highly accurate algorithm for retrieving the predicted behavior of problems with piecewise-smooth initial data
Kumar, Devendra
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Kumar, Devendra
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Mathematics
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Black-Scholes model
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Crank-Nicolson scheme
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Finite difference schemes
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Free boundary problem
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Date issued
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2022
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