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Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model.
Yong Chen
Jingtang Ma
Published in:
Comput. Math. Appl. (2018)
Keyphrases
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numerical methods
partial differential equations
multiresolution
image denoising
differential equations
ordinary differential equations
image processing
pattern recognition
prior knowledge
medical images
high order
numerical solution
numerical scheme
black scholes
finite difference method