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Constructing positive reliable numerical solution for American call options: A new front-fixing approach.
Rafael Company
Vera N. Egorova
Lucas Jódar
Published in:
J. Comput. Appl. Math. (2016)
Keyphrases
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numerical solution
differential equations
partial differential equations
finite element
low order
finite difference
finite element method
ordinary differential equations
medical images
graph cuts
exact solution
linear systems
boundary value problem