A Front-Fixing Finite Element Method for the Valuation of American Options.
Anthony D. HolmesHongtao YangPublished in: SIAM J. Sci. Comput. (2008)
Keyphrases
- finite element method
- finite element
- numerical simulations
- numerical solution
- boundary conditions
- diffuse optical tomography
- temperature field
- boundary element method
- numerical methods
- heat transfer
- image compression
- finite element model
- real option
- finite difference method
- optimization algorithm
- partial differential equations