Mehdi Dehghan The solution of a nonclassic problem for one-dimensional hyperbolic equation using the decomposition procedure. [Citation Graph (0, 0)][DBLP] Int. J. Comput. Math., 2004, v:81, n:8, pp:979-989 [Journal]
M. M. Chawla, David J. Evans Numerical volatility in option valuation from Black-Scholes equation by finite differences. [Citation Graph (0, 0)][DBLP] Int. J. Comput. Math., 2004, v:81, n:8, pp:1039-1041 [Journal]
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