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Title
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ADI schemes in the numerical solution of the Heston PDE
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Author
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Language
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English
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Source (book)
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Numerical analysis and applied mathematics: international conference / Simos, T.E. [edit.]
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Publication
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New York
:
American Institute of Physics
,
2007
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Volume/pages
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p. 10-14
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ISI
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000250405200003
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