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Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping.

Chinonso NwankwoWeizhong Dai
Published in: CoRR (2023)
Keyphrases
  • high order
  • higher order
  • low order
  • similarity measure
  • pairwise
  • lower order
  • objective function
  • probabilistic model
  • classification accuracy
  • conditional random fields
  • bayesian logistic regression