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Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black-Scholes Parabolic Equations.
Karol Duris
Shih-Hau Tan
Choi-Hong Lai
Daniel Sevcovic
Published in:
Comput. Methods Appl. Math. (2016)
Keyphrases
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objective function
high order
neural network
probabilistic model
image segmentation
pattern recognition
multi objective
dynamic programming
graphical models
sensitivity analysis
difference equations