On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082): Difference between revisions

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Latest revision as of 11:11, 30 July 2024

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On the use of boundary conditions for variational formulations arising in financial mathematics.
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    On the use of boundary conditions for variational formulations arising in financial mathematics. (English)
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    28 January 2003
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    Black-Scholes equation
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    radial basis function
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    domain decomposition
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    Bermuda approximation
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