Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance
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arXiv
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| Main Authors: | López-Salas, J. G., Suárez-Taboada, M., Castro, M. J., Ferreiro-Ferreiro, A. M., García-Rodríguez, J. A. |
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| Format: | Preprint |
| Published: |
2024
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