The STUDIA UNIVERSITATIS BABE┼×-BOLYAI issue article summary

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    STUDIA MATHEMATICA - Issue no. 3 / 2007  
         
  Article:   ON SOME IMPLICITE SCHEME IN MATHEMATICAL FINANCE.

Authors:  IOANA CHIOREAN.
 
       
         
  Abstract:  The aim of this paper is to give a parallel approach for the Crank-Nicsloson method applied to the discretized form of the Black- Scholes equation  
         
     
         
         
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