Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty (Q2321069)
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scientific article; zbMATH DE number 7099016
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| English | Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty |
scientific article; zbMATH DE number 7099016 |
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Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty (English)
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28 August 2019
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investment under uncertainty
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PDEs
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complementarity problems
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characteristics methods
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Crank-Nicolson
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ALAS algorithm
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0.8291676044464111
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0.7565169930458069
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0.7476064562797546
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0.7157256603240967
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