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Free Boundary Determination in Nonlinear Diffusion
37084 4362 Pages:295-310 -
Primal-Dual Active-Set Method for the Valuation of American Exchange Options
26799 2438 Pages:858-885 -
Primal-Dual Active Set Method for American Lookback Put Option Pricing
36626 2987 Pages:603-614 -
Godunov Method for Stefan Problems with Enthalpy Formulations
40601 4314 Pages:107-119
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