FINITE DIFFERENCE SCHEMES ON UNBOUNDED DOMAINS (Q3372240)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FINITE DIFFERENCE SCHEMES ON UNBOUNDED DOMAINS |
scientific article |
Statements
FINITE DIFFERENCE SCHEMES ON UNBOUNDED DOMAINS (English)
0 references
20 February 2006
0 references
underwater acoustics
0 references
heat equation
0 references
free boundary problem
0 references
Black-Scholes equation
0 references
finite difference method
0 references
discrete artificial boundary conditions
0 references
sum-of-exponential ansatz
0 references
asymptotic solutions
0 references
continued fraction expansion
0 references
option pricing
0 references
quantum mechanics
0 references
numerical example
0 references
