BKMS

pISSN 1015-8634 eISSN 2234-3016
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Jeong D, Ha T, Kim M, Shin J, Yoon IH, , Kim J.  An adaptive finite difference method using far-field boundary conditions for the Black--Scholes equation.  Bull. Korean Math. Soc. 2014;51:1087-1100.  https://doi.org/10.4134/BKMS.2014.51.4.1087
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