A highly accurate linearized method for free boundary problems (Q813195): Difference between revisions

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Property / DOI: 10.1016/j.camwa.2005.07.004 / rank
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Property / author: Xiong-Hua Wu / rank
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Property / author: Xiong-Hua Wu / rank
 
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Property / MaRDI profile type: Publication / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.camwa.2005.07.004 / rank
 
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Property / OpenAlex ID: W2006890999 / rank
 
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Property / cites work
 
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Latest revision as of 04:49, 10 December 2024

scientific article
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A highly accurate linearized method for free boundary problems
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    A highly accurate linearized method for free boundary problems (English)
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    31 January 2006
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    Highly accurate linearized method
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    Differential quadrature method
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    American better-of options on two assets
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    Singularity
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    Pricing
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    Numerical results
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    Variational inequality
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    Numerical examples
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