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Safdari-Vaighani, A., Heryudono, A. and Larsson, E. (2014) A Radial Basis Function Partition of Unity Collocation Method for Convection-Diffusion Equations Arising in Financial Applications. Journal of Scientific Computing, 64, 341-367.
https://doi.org/10.1007/s10915-014-9935-9

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