has been cited by the following article(s):
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[1]
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Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance
Arabian Journal of Mathematics,
2020
DOI:10.1007/s40065-020-00287-w
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[2]
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An exponential timestepping algorithm for diffusion with discontinuous coefficients
Journal of Computational Physics,
2019
DOI:10.1016/j.jcp.2019.07.013
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