grenade
发表于 2025-3-23 13:12:34
Newton-Based Solvers for Nonlinear PDEs in Financend one addresses to solve the deferred correction problem which is transformed from the original PDE. Different numerical experiments in terms of accuracy and efficiency are compared and some improvements using Newton-like methods are also discussed.
不合
发表于 2025-3-23 15:57:55
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柔美流畅
发表于 2025-3-23 20:02:02
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Exterior
发表于 2025-3-23 23:46:05
Mathematics in Industryhttp://image.papertrans.cn/n/image/668424.jpg
colostrum
发表于 2025-3-24 02:38:09
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Formidable
发表于 2025-3-24 07:13:55
Modified Barrier Penalization Method for Pricing American OptionsWe propose a modified interior penalization method which is applicable to different types of American options. Further, we develop an efficient numerical approach for solving the resulting nonlinear parabolic partial differential problem. Numerical experiments illustrate the performance of the method.
酷热
发表于 2025-3-24 11:16:16
978-3-319-87040-3Springer International Publishing AG 2017
Crohns-disease
发表于 2025-3-24 15:59:24
Novel Methods in Computational Finance978-3-319-61282-9Series ISSN 1612-3956 Series E-ISSN 2198-3283
scrutiny
发表于 2025-3-24 22:44:08
Ansgar Jüngel,Lara Trussardi you through your development environment set up . .Covers everything you need to create both standards compliant web sites, and dynamic web applications . .Teaches real wo978-1-4302-1610-0978-1-4302-1611-7
Basal-Ganglia
发表于 2025-3-25 02:36:55
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