Numerical solution of an integral equation for perpetual Bermudan options.
Ghada AlobaidiSattar MansiRoland MallierPublished in: Int. J. Comput. Math. (2014)
Keyphrases
- numerical solution
- integral equation
- partial differential equations
- linear systems
- image denoising
- level set
- anisotropic diffusion
- image processing
- differential equations
- numerical methods
- image enhancement
- multiscale
- energy functional
- ordinary differential equations
- dynamical systems
- curve evolution
- diffusion equation
- numerical integration
- heat equation
- finite element
- high order
- dynamic systems
- complex systems
- sufficient conditions
- pairwise