Singular Perturbations for Boundary Value Problems Arising from Exotic Options.

Aytaç Ílhan Mattias Jonsson Ronnie Sircar

Published in: SIAM J. Appl. Math. (2004)

Keyphrases

boundary value problem
differential equations
boundary conditions
numerical solution
fixed point theorem
partial differential equations
variational inequalities
poisson equation
cooperative
objective function
multi agent systems
higher order
high order