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

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Revision as of 09:47, 24 June 2024

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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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