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MR2286409 65-01 (65M06 91-01 91B02 91B28)
Duffy, Daniel J. Finite difference methods in financial engineering. A partial differential equation approach. With 1 CD-ROM (Windows, Macintosh and UNIX). Wiley Finance Series. John Wiley & Sons, Ltd., Chichester, 2006. xv+423 pp. ISBN: 978-0-470-85882-0; 0-470-85882-6
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