A highly accurate linearized method for free boundary problems (Q813195): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAMWA.2005.07.004 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAMWA.2005.07.004 / rank | |||
Normal rank | |||
Latest revision as of 03:49, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A highly accurate linearized method for free boundary problems |
scientific article |
Statements
A highly accurate linearized method for free boundary problems (English)
0 references
31 January 2006
0 references
Highly accurate linearized method
0 references
Differential quadrature method
0 references
American better-of options on two assets
0 references
Singularity
0 references
Pricing
0 references
Numerical results
0 references
Variational inequality
0 references
Numerical examples
0 references
