Mathematics
Subject discipline
University of Ulm
Ulm, AlemaniaPublications in collaboration with researchers from University of Ulm (2)
2007
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On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options
Journal of Computational and Applied Mathematics, Vol. 204, Núm. 1, pp. 144-158
2002
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Multisummability of formal solutions of singular perturbation problems
Journal of Differential Equations, Vol. 183, Núm. 2, pp. 526-545