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SOLUTION OF Partial Differential Equations (PDEs) dence in a ï¬nite time for the ... differential equation (PDE) for equity or exchange rate derivatives (Kim et al. ... Equations Steady State and Time Dependent Problems Randall J. LeVeque.. Implicit-explicit (IMEX) schemes have been widely used, especially in conjunction with spectral methods, for the time integration of spatially discretized partial ...
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