DUBLIN--(BUSINESS WIRE)--Research and Markets (http://www.researchandmarkets.com/research/jmqj2x/introduction_to) has announced the addition of John Wiley and Sons ...
This is a preview. Log in through your library . Abstract A finite difference method is developed for solving symmetric positive differential equations in the sense of Friedrichs. The method is ...
Journal of Computational Mathematics, Vol. 19, No. 1, MEMORY ISSUE DEDICATED TO THE 80TH BIRTHDAY OF PROFESSOR FENG KANG (JANUARY 2001), pp. 87-100 (14 pages) An explicit upwind finite element method ...
A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...