On the use of boundary conditions for variational formulations arising in financial mathematics.
Michael D. MarcozziSeungmook ChoiC. S. ChenPublished in: Appl. Math. Comput. (2001)
Keyphrases
- boundary conditions
- image segmentation
- computer science
- shape from shading
- deformation field
- poisson equation
- boundary value problem
- stock market
- decision making
- reaction diffusion
- blood flow
- finite element model
- financial markets
- finite element method
- financial data
- optimization methods
- optical flow
- risk management
- spline interpolation
- image quality
- experimental data
- sufficient conditions
- high quality
- theoretical analysis
- dynamical systems
- light source