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A finite elements approach for spread contract valuation via associated two-dimensional PIDE.
Pablo Olivares
Ciro Díaz
Published in:
Comput. Appl. Math. (2023)
Keyphrases
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finite element
three dimensional
finite element analysis
boundary element
supply chain
numerical solution
mesh generation
multi dimensional
gpu accelerated
data sets
finite difference
material properties
finite element model
real option
medical images
shape from shading
image processing
genetic algorithm