Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects (Q846454)

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scientific article; zbMATH DE number 5667994
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Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects
scientific article; zbMATH DE number 5667994

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    Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects (English)
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    9 February 2010
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    investment under incertainty
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    elliptic equations
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    unilateral problems
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    finite elements
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    multigrid
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    numerical methods
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