On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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