A highly accurate linearized method for free boundary problems (Q813195)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A highly accurate linearized method for free boundary problems |
scientific article |
Statements
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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