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Q#10. Using Lax-Wendroff approach solve the ordinary differential equation y' = y - x + 1 and y' = 1 + x y, at
Q#10. Using Lax-Wendroff approach solve the ordinary differential equation y' = y - x + 1 and y' = 1 + x y, at x = 0.5 with h = 0.1, subject to y(0) = 0.5.
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
2nd Edition
978-0125153928, 9780080478647, 125153929, 978-0123846822
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