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Numerical analysis / Differential equations / Crank–Nicolson method / Mathematical finance / Discretization / Partial differential equation / Finite difference / Heat equation / Thorn / Mathematical analysis / Mathematics / Calculus


This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar
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Document Date: 2009-10-05 02:39:58


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