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Ray methods for free boundary problems - MaRDI portal

Ray methods for free boundary problems (Q3429097)

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Ray methods for free boundary problems
scientific article

    Statements

    title
    Ray methods for free boundary problems (English)
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    author
    J. A. Addison
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    John R. King
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    S. D. Howison
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    publication date
    30 March 2007
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    zbMATH Keywords
    WKB ansatz
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    ray methods
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    Stefan problem
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    Black-Scholes problem
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    approximation
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    Identifiers

    Mathematics Subject Classification ID
    35R35
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    35K60
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    35K65
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    80M35
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    41A60
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    41A63
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    zbMATH DE Number
    5139104
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    OpenAlex ID
    W2115434847
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