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A front-fixing finite element method for the valuation of American options with regime switching.
Anthony D. Holmes
Hongtao Yang
Shuhua Zhang
Published in:
Int. J. Comput. Math. (2012)
Keyphrases
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finite element method
finite element
numerical simulations
numerical solution
diffuse optical tomography
boundary element method
boundary conditions
numerical methods
temperature field
finite element model
heat transfer
finite difference method
image processing
multiscale
high order