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Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects.
A. Acción
Iñigo Arregui
Carlos Vázquez
Published in:
Appl. Math. Comput. (2010)
Keyphrases
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numerical solution
partial differential equations
differential equations
finite element
low order
finite element method
boundary value problem
pattern recognition
object recognition
numerical methods
ordinary differential equations
investment decisions
taylor series