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Google Keyword Rankings for : black scholes finite difference
1
https://www.youtube.com/watch?v=kP3Tse3UqYg
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https://www.youtube.com/watch?v=kP3Tse3UqYg
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2
https://www.diva-portal.org/smash/get/diva2:1138545/FULLTEXT02
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https://www.diva-portal.org/smash/get/diva2:1138545/FULLTEXT02
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3
https://downloads.dxfeed.com/specifications/dxLibOptions/Mosneagu.pdf
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https://downloads.dxfeed.com/specifications/dxLibOptions/Mosneagu.pdf
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4
https://www.mdpi.com/2227-7390/8/3/391/htm
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https://www.mdpi.com/2227-7390/8/3/391/htm
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5
https://www.researchgate.net/publication/312927008_Finite_Difference_Method_for_the_Black-Scholes_Equation_Without_Boundary_Conditions
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https://www.researchgate.net/publication/312927008_Finite_Difference_Method_for_the_Black-Scholes_Equation_Without_Boundary_Conditions
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6
https://www.goddardconsulting.ca/option-pricing-finite-diff-explicit.html
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https://www.goddardconsulting.ca/option-pricing-finite-diff-explicit.html
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7
https://aquila.usm.edu/cgi/viewcontent.cgi?article=1628&context=honors_theses
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https://aquila.usm.edu/cgi/viewcontent.cgi?article=1628&context=honors_theses
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8
http://www.danhackmann.com/BlackScholes7.pdf
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http://www.danhackmann.com/BlackScholes7.pdf
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9
https://www.atlantis-press.com/article/11145.pdf
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https://www.atlantis-press.com/article/11145.pdf
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10
https://link.springer.com/article/10.1007/s10614-017-9653-0
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https://link.springer.com/article/10.1007/s10614-017-9653-0
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11
https://www.sciencedirect.com/science/article/pii/S037704271100029X
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https://www.sciencedirect.com/science/article/pii/S037704271100029X
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12
https://www.math.nyu.edu/~avellane/DSLecture5.pdf
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https://www.math.nyu.edu/~avellane/DSLecture5.pdf
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13
https://fenix.tecnico.ulisboa.pt/downloadFile/395139424085/Extended%20Abstract.pdf
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https://fenix.tecnico.ulisboa.pt/downloadFile/395139424085/Extended%20Abstract.pdf
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14
https://en.wikipedia.org/wiki/Finite_difference_methods_for_option_pricing
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https://en.wikipedia.org/wiki/Finite_difference_methods_for_option_pricing
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15
https://www.proquest.com/scholarly-journals/finite-difference-method-black-scholes-equation/docview/2015472360/se-2
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https://www.proquest.com/scholarly-journals/finite-difference-method-black-scholes-equation/docview/2015472360/se-2
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16
https://towardsdatascience.com/option-pricing-using-the-black-scholes-model-without-the-formula-e5c002771e2f
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https://towardsdatascience.com/option-pricing-using-the-black-scholes-model-without-the-formula-e5c002771e2f
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17
https://core.ac.uk/download/pdf/234678964.pdf
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https://core.ac.uk/download/pdf/234678964.pdf
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18
https://dl.acm.org/doi/abs/10.1016/j.apnum.2021.03.017
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https://dl.acm.org/doi/abs/10.1016/j.apnum.2021.03.017
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19
https://mdpi-res.com/d_attachment/symmetry/symmetry-14-00141/article_deploy/symmetry-14-00141.pdf?version=1641969473
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https://mdpi-res.com/d_attachment/symmetry/symmetry-14-00141/article_deploy/symmetry-14-00141.pdf?version=1641969473
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20
https://www.esaim-m2an.org/articles/m2an/abs/2004/02/m2an0404/m2an0404.html
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https://www.esaim-m2an.org/articles/m2an/abs/2004/02/m2an0404/m2an0404.html
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21
https://github.com/cantaro86/Financial-Models-Numerical-Methods/blob/master/2.1%20Black-Scholes%20PDE%20and%20sparse%20matrices.ipynb
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https://github.com/cantaro86/Financial-Models-Numerical-Methods/blob/master/2.1%20Black-Scholes%20PDE%20and%20sparse%20matrices.ipynb
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22
https://aip.scitation.org/doi/pdf/10.1063/1.5044168
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https://aip.scitation.org/doi/pdf/10.1063/1.5044168
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23
https://notebook.community/numerical-mooc/assignment-bank/Black-Scholes-Equation/Black-Scholes-Equation
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https://notebook.community/numerical-mooc/assignment-bank/Black-Scholes-Equation/Black-Scholes-Equation
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24
https://www.worldscientific.com/doi/10.1142/S2424786318500287
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https://www.worldscientific.com/doi/10.1142/S2424786318500287
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25
http://www.homepages.ucl.ac.uk/~ucahwts/lgsnotes/LabSession4.pdf
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http://www.homepages.ucl.ac.uk/~ucahwts/lgsnotes/LabSession4.pdf
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26
https://www.semanticscholar.org/paper/NON-UNIFORM-FINITE-DIFFERENCE-METHOD-FOR-EUROPEAN-Rizk-Hasan/e4a1d5afb4ae54a17cea0cd64aceda55e382836e
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https://www.semanticscholar.org/paper/NON-UNIFORM-FINITE-DIFFERENCE-METHOD-FOR-EUROPEAN-Rizk-Hasan/e4a1d5afb4ae54a17cea0cd64aceda55e382836e
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27
https://math.stackexchange.com/questions/3989847/stability-analysis-finite-difference-methods-black-scholes-pde
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https://math.stackexchange.com/questions/3989847/stability-analysis-finite-difference-methods-black-scholes-pde
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28
https://www.nepjol.info/index.php/JACEM/article/view/47330/35433
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https://www.nepjol.info/index.php/JACEM/article/view/47330/35433
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29
https://www.ehu.eus/aitor/irakas/fin/main.html
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https://www.ehu.eus/aitor/irakas/fin/main.html
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30
https://www.jstor.org/stable/2330152
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https://www.jstor.org/stable/2330152
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31
https://arxiv.org/abs/2003.05358
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https://arxiv.org/abs/2003.05358
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32
https://tobydriscoll.net/fnc-julia/diffusion/blackscholes.html
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https://tobydriscoll.net/fnc-julia/diffusion/blackscholes.html
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33
https://www.slideshare.net/FynnMcKay/solution-to-blackscholes-pde-via-finite-difference-methods-matlab
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https://www.slideshare.net/FynnMcKay/solution-to-blackscholes-pde-via-finite-difference-methods-matlab
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34
https://ideas.repec.org/a/kap/compec/v51y2018i4d10.1007_s10614-017-9653-0.html
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https://ideas.repec.org/a/kap/compec/v51y2018i4d10.1007_s10614-017-9653-0.html
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35
https://cyberleninka.org/article/n/555295
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https://cyberleninka.org/article/n/555295
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36
https://www.scirp.org/journal/paperinformation.aspx?paperid=84599
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https://www.scirp.org/journal/paperinformation.aspx?paperid=84599
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37
http://koreascience.or.kr/article/JAKO201913457809092.page
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http://koreascience.or.kr/article/JAKO201913457809092.page
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38
https://www.academia.edu/42537852/Numerical_Solution_of_the_Black_Scholes_Equation_Using_Some_Explicit_Finite_Difference_Methods
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https://www.academia.edu/42537852/Numerical_Solution_of_the_Black_Scholes_Equation_Using_Some_Explicit_Finite_Difference_Methods
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39
https://mathematicians.korea.ac.kr/cfdkim/wp-content/uploads/sites/15/cfdkim/papers/BSnoBoundary.pdf
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https://mathematicians.korea.ac.kr/cfdkim/wp-content/uploads/sites/15/cfdkim/papers/BSnoBoundary.pdf
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40
https://www.hindawi.com/journals/aaa/2013/194286/
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https://www.hindawi.com/journals/aaa/2013/194286/
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41
http://www.numdam.org/item/M2AN_2004__38_2_359_0/
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http://www.numdam.org/item/M2AN_2004__38_2_359_0/
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42
https://www.math.hkust.edu.hk/~maykwok/courses/Adv_Num_Met/Topic2.pdf
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https://www.math.hkust.edu.hk/~maykwok/courses/Adv_Num_Met/Topic2.pdf
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43
https://www.chegg.com/homework-help/questions-and-answers/2-finite-difference-method-black-scholes-pde-reflected-dose-coordinates--consider-double-k-q67600563
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https://www.chegg.com/homework-help/questions-and-answers/2-finite-difference-method-black-scholes-pde-reflected-dose-coordinates--consider-double-k-q67600563
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44
https://onesearch.fitnyc.edu/discovery/fulldisplay?docid=cdi_proquest_journals_2505726398&context=PC&vid=01SUNY_FIT:01SUNY_FIT&lang=en&search_scope=FITSUNY&adaptor=Primo%20Central&tab=Everything&query=sub%2Cexact%2CEuropean%20Option%20%2CAND&mode=advanced
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https://onesearch.fitnyc.edu/discovery/fulldisplay?docid=cdi_proquest_journals_2505726398&context=PC&vid=01SUNY_FIT:01SUNY_FIT&lang=en&search_scope=FITSUNY&adaptor=Primo%20Central&tab=Everything&query=sub%2Cexact%2CEuropean%20Option%20%2CAND&mode=advanced
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45
https://ecommons.udayton.edu/cgi/viewcontent.cgi?article=1188&context=stander_posters
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https://ecommons.udayton.edu/cgi/viewcontent.cgi?article=1188&context=stander_posters
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46
https://ieeexplore.ieee.org/document/6409117/
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https://ieeexplore.ieee.org/document/6409117/
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47
https://projecteuclid.org/journals/abstract-and-applied-analysis/volume-2013/issue-none/Solution-of-the-Fractional-Black-Scholes-Option-Pricing-Model-by/10.1155/2013/194286.short
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https://projecteuclid.org/journals/abstract-and-applied-analysis/volume-2013/issue-none/Solution-of-the-Fractional-Black-Scholes-Option-Pricing-Model-by/10.1155/2013/194286.short
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48
https://papers.ssrn.com/sol3/Delivery.cfm?abstractid=520443
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https://papers.ssrn.com/sol3/Delivery.cfm?abstractid=520443
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49
https://advancesindifferenceequations.springeropen.com/articles/10.1186/s13662-018-1917-z
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https://advancesindifferenceequations.springeropen.com/articles/10.1186/s13662-018-1917-z
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50
https://search.ebscohost.com/login.aspx?direct=true&profile=ehost&scope=site&authtype=crawler&jrnl=09277099&AN=128379595&h=61erd28vyzr7vJ%2BvaMpfT4LWSScezy1ylxiwM%2BcqIbZMqO5OvEtEbqFSya4tZIU6xtWoYCc1m%2Fr4pCLAanAggw%3D%3D&crl=c
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51
https://link.gale.com/apps/doc/A369794007/AONE?u=googlescholar&sid=AONE&xid=5eba098f
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https://link.gale.com/apps/doc/A369794007/AONE?u=googlescholar&sid=AONE&xid=5eba098f
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52
https://wwwf.imperial.ac.uk/~ajacquie/IC_Num_Methods/Num_Methods.html
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https://wwwf.imperial.ac.uk/~ajacquie/IC_Num_Methods/Num_Methods.html
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53
https://www.scientific.net/AMM.513-517.4090
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https://www.scientific.net/AMM.513-517.4090
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54
https://www.oreilly.com/library/view/a-workout-in/9781119971917/Text/chap03.xhtml
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https://www.oreilly.com/library/view/a-workout-in/9781119971917/Text/chap03.xhtml
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55
https://www.dam.brown.edu/drp/proposals/LiannaPattersonWare.pdf
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https://www.dam.brown.edu/drp/proposals/LiannaPattersonWare.pdf
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56
https://ouci.dntb.gov.ua/en/works/4YOqOBR9/
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https://ouci.dntb.gov.ua/en/works/4YOqOBR9/
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57
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2019.1598835
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https://www.tandfonline.com/doi/pdf/10.1080/23322039.2019.1598835
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58
http://www.ijtef.org/vol12/703-ME0078.pdf
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http://www.ijtef.org/vol12/703-ME0078.pdf
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59
https://people.math.ethz.ch/~grsam/CompMethQuantFin_FS09/slides4.pdf
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https://people.math.ethz.ch/~grsam/CompMethQuantFin_FS09/slides4.pdf
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60
http://www.swarthmore.edu/NatSci/nmaving1/13-(with%20Undergrad)-2015-NCJMS-Chi_Mavinga.pdf
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http://www.swarthmore.edu/NatSci/nmaving1/13-(with%20Undergrad)-2015-NCJMS-Chi_Mavinga.pdf
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61
https://gala.gre.ac.uk/id/eprint/21554/7/21554%20LAI_Modification_Terms_to_the_Black-Scholes_Model_2018.pdf
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https://gala.gre.ac.uk/id/eprint/21554/7/21554%20LAI_Modification_Terms_to_the_Black-Scholes_Model_2018.pdf
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62
https://www.econstor.eu/bitstream/10419/85220/1/dp01-07.pdf
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https://www.econstor.eu/bitstream/10419/85220/1/dp01-07.pdf
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63
https://msp.org/involve/2009/2-4/involve-v2-n4-p09-p.pdf
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64
https://www.rroij.com/open-access/numerical-solution-of-a-linear-blackscholes-model-a-comparative-overview.php?aid=62326
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https://www.rroij.com/open-access/numerical-solution-of-a-linear-blackscholes-model-a-comparative-overview.php?aid=62326
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65
https://stackoverflow.com/questions/70557613/price-approximation-of-european-call-option-using-the-explicit-finite-difference
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https://stackoverflow.com/questions/70557613/price-approximation-of-european-call-option-using-the-explicit-finite-difference
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66
https://www.aimspress.com/article/doi/10.3934/math.2020060?viewType=HTML
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https://www.aimspress.com/article/doi/10.3934/math.2020060?viewType=HTML
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67
https://www.iieta.org/journals/mmep/paper/10.18280/mmep.080215
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https://www.iieta.org/journals/mmep/paper/10.18280/mmep.080215
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68
https://d-nb.info/977158365/34
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https://d-nb.info/977158365/34
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69
https://xilinx.github.io/Vitis_Libraries/quantitative_finance/2020.1/guide_L2/engines/FDBlackScholesLocalVolatilityEngine.html
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https://xilinx.github.io/Vitis_Libraries/quantitative_finance/2020.1/guide_L2/engines/FDBlackScholesLocalVolatilityEngine.html
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70
http://www.isr-publications.com/jmcs/603/download-a-modified-explicit-method-for-the-black-scholes-equation-with-positivity-preserving-property
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http://www.isr-publications.com/jmcs/603/download-a-modified-explicit-method-for-the-black-scholes-equation-with-positivity-preserving-property
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71
https://www.ijsrp.org/research-paper-1119/ijsrp-p9575.pdf
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https://www.ijsrp.org/research-paper-1119/ijsrp-p9575.pdf
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72
https://kups.ub.uni-koeln.de/5847/
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https://kups.ub.uni-koeln.de/5847/
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73
https://www.codearmo.com/python-tutorial/options-trading-greeks-black-scholes
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https://www.codearmo.com/python-tutorial/options-trading-greeks-black-scholes
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74
https://warwick.ac.uk/fac/soc/wbs/subjects/finance/research/wpaperseries/1990/90-10.pdf
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https://warwick.ac.uk/fac/soc/wbs/subjects/finance/research/wpaperseries/1990/90-10.pdf
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75
https://andrewmorris.io/trinomial/trinomial.pdf
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https://andrewmorris.io/trinomial/trinomial.pdf
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76
https://researchers.mq.edu.au/files/16820663/mq-67096-Publisher%20version%20(open%20access).pdf
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https://researchers.mq.edu.au/files/16820663/mq-67096-Publisher%20version%20(open%20access).pdf
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77
https://www.mathworks.com/matlabcentral/answers/422571-option-pricing-using-the-black-scholes-transformation-to-heat-equation
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https://www.mathworks.com/matlabcentral/answers/422571-option-pricing-using-the-black-scholes-transformation-to-heat-equation
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78
https://epubs.siam.org/doi/10.1137/S0036142901390238
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https://epubs.siam.org/doi/10.1137/S0036142901390238
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79
https://etd.library.emory.edu/concern/etds/3197xm71d?locale=zh
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https://etd.library.emory.edu/concern/etds/3197xm71d?locale=zh
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80
http://scir.rmutk.ac.th/files/users/166/conference/1501846130.pdf
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http://scir.rmutk.ac.th/files/users/166/conference/1501846130.pdf
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81
http://iosrjen.org/Papers/vol5_issue8%20(part-3)/G05834551.pdf
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http://iosrjen.org/Papers/vol5_issue8%20(part-3)/G05834551.pdf
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82
https://www.emerald.com/insight/content/doi/10.1108/978-1-78973-893-320201008/full/pdf
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https://www.emerald.com/insight/content/doi/10.1108/978-1-78973-893-320201008/full/pdf
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83
https://opus4.kobv.de/opus4-matheon/files/320/3485_black-scholes.pdf
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https://opus4.kobv.de/opus4-matheon/files/320/3485_black-scholes.pdf
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84
http://sro.sussex.ac.uk/29281/
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http://sro.sussex.ac.uk/29281/
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85
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516939/
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https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516939/
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86
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