Far Field Boundary Conditions for Black-Scholes Equations.
Raul KangroRoy A. NicolaidesPublished in: SIAM J. Numer. Anal. (2000)
Keyphrases
- boundary conditions
- black scholes
- numerical methods
- boundary value problem
- option pricing
- navier stokes equations
- differential equations
- financial markets
- fuzzy numbers
- stock exchange
- sufficient conditions
- numerical solution
- reaction diffusion
- finite element method
- shape from shading
- partial differential equations
- spline interpolation
- finite element model
- stock market
- poisson equation
- computer vision
- variational inequalities
- project management
- expert systems
- pattern recognition