@article{sixthordercompactdifferencingwith, title = {Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options}, author = {Chinonso Nwankwo and Weizhong Dai}, year = {2022}, eprint = {2207.14379}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2207.14379v1}, }