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The Institute of Theoretical and Applied Mechanics

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Original version of the author's contribution as presented on USB, paper 020007_1.pdf.: PDF Numerical solution of a two-asset option valuation PDE by ADI finite difference discretization Hout, Karel in ’t ; Valkov, Radoslav financial option valuation, convection-diffusion problems, two-asset option, finite difference methods, ADI schemes Detailed record - Similar records

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