Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty (Q2321069)

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Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty
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    Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty (English)
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    28 August 2019
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    investment under uncertainty
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    PDEs
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    complementarity problems
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    characteristics methods
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    Crank-Nicolson
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    ALAS algorithm
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