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- W2335676951 abstract "We study the numerical approximation in space of the solution of Black-Schole’s equation with volatile portfolio risk measure. Making use of the theorem of solvability in Sobolev spaces, the solution is approximated in space, with finite –difference methods." @default.
- W2335676951 created "2016-06-24" @default.
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- W2335676951 date "2016-03-01" @default.
- W2335676951 modified "2023-10-14" @default.
- W2335676951 title "The Approximation Properties of the Numerical Scheme of the Black-Schole Equation with Volatile Portfolio Risk Measure" @default.
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- W2335676951 doi "https://doi.org/10.20448/journal.510/2016.3.1/510.1.23.31" @default.
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