Browsing Research Articles (Mathematics and Applied Mathematics) by Subject "Partial integro-differential equation"
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Browsing Research Articles (Mathematics and Applied Mathematics) by Subject "Partial integro-differential equation"
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(American Institute of Mathematical Sciences, 2019-06)A new barycentric spectral domain decomposition methods algorithm for solving partial integro-differential models is described. The method is applied to European and butterfly call option pricing problems under a class of ...
Now showing items 1-1 of 1