On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0096-3003(00)00087-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2046709860 / rank | |||
Normal rank | |||
Latest revision as of 11:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the use of boundary conditions for variational formulations arising in financial mathematics. |
scientific article |
Statements
On the use of boundary conditions for variational formulations arising in financial mathematics. (English)
0 references
28 January 2003
0 references
Black-Scholes equation
0 references
radial basis function
0 references
domain decomposition
0 references
Bermuda approximation
0 references
0 references
0 references
