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I am reading a paper by Richard White, Opengamma named Numerical Solutions to PDEs with Financial Applications. There is an implementation codes as stated in paper hosted at https://opengamma.com/downloads/financial-pde-solving-matlab-examples.zip

Unfortunately the link is broken. Could you please share it with me if you have ?

Best,

You can get the paper at : https://developers.opengamma.com/quantitative-research/numerical-solutions-to-pdes-with-financial-applications-opengamma.pdf

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