Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects (Q846454)
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English | Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects |
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Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects (English)
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9 February 2010
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investment under incertainty
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elliptic equations
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unilateral problems
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finite elements
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multigrid
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numerical methods
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