A boundary element method to price time-dependent double barrier options.

Luca Vincenzo Ballestra Graziella Pacelli

Published in: Appl. Math. Comput. (2011)

Keyphrases

boundary element method
interpolation algorithm
diffuse optical tomography
finite element method
numerical methods
optical imaging
deformable object tracking
travel time
optimization scheme
high quality
low resolution
finite element
differential equations
image segmentation
multiscale