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Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance.
Ana-Maria Matache
Christoph Schwab
Thomas P. Wihler
Published in:
SIAM J. Sci. Comput. (2005)
Keyphrases
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numerical solution
differential equations
nonlinear equations
partial differential equations
finite difference
low order
finite element
boundary value problem
ordinary differential equations
difference equations
linear systems
computer vision
numerical methods
exact solution
sufficient conditions