On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082): Difference between revisions
From MaRDI portal
Changed an Item |
Removed claim: author (P16): Item:Q1412686 |
||
| Property / author | |||
| Property / author: Ching-Shyang Chen / rank | |||
Revision as of 16:31, 28 February 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
