A discrete free boundary problem

DOI10.46298/ARIMA.1994MaRDI QIDQ7005568zbMATH OpenFDO

Authors I. P. Van den Berg

Publication date 31 March 2025

Published in ARIMA. Revue Africaine de la Recherche en Informatique et Mathématiques Appliqués (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.46298/ARIMA.1994

zbMATH Keywords

discrete heat equationfree boundary problemnonstandard analysisS-continuityS-differentiability

Mathematics Subject Classification ID

Nonstandard analysis (26E35) Discrete version of topics in analysis (39A12)

Cites work

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• Pricing the American put option: A detailed convergence analysis for binomial models
• Radically Elementary Probability Theory. (AM-117)
• Sur les équations aux dérivées partielles du type parabolique.

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