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Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options.

Chinonso NwankwoWeizhong Dai
Published in: CoRR (2022)
Keyphrases
  • object boundaries
  • database systems
  • multiscale
  • pairwise
  • line segments