High order compact finite difference schemes for a nonlinear Black-Scholes equation

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Konstanzer Online-Publikations-System (KOPS) URL: http://www.ub.uni-konstanz.de/kops/volltexte/2006/2182/

URN: http://nbn-resolving.de/urn:nbn:de:bsz:352-opus-21829

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