Free Boundary Problems

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Solving Free-boundary Problems with Applications in Finance

Author	: Kumar Muthuraman
Publisher	: Now Publishers Inc
Total Pages	: 94
Release	: 2008
ISBN-10	: 9781601981684
ISBN-13	: 1601981686
Rating	: 4/5 (686 Downloads)

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Book Synopsis Solving Free-boundary Problems with Applications in Finance by : Kumar Muthuraman

Download or read book Solving Free-boundary Problems with Applications in Finance written by Kumar Muthuraman and published by Now Publishers Inc. This book was released on 2008 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: Outlines and explains a recent computational method that solves free boundary problems by reducing them into a sequence of fixed boundary problems which are relatively easy to solve numerically.

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We hope that the tools and ideas presented here will serve as a basis for the study of more complex phenomena and problems."--Jacket.

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Free Boundary Problems

Authors: Pierluigi Colli

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Many phenomena of interest for applications are represented by differential equations which are defined in a domain whose boundary is a priori unknown, and is a

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Optimal Stopping and Free-Boundary Problems

Authors: Goran Peskir

Categories: Mathematics

Type: BOOK - Published: 2006-11-10 - Publisher: Springer Science & Business Media

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This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the the

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Solving Free-boundary Problems with Applications in Finance

Authors: Kumar Muthuraman

Categories: Boundary value problems

Type: BOOK - Published: 2008 - Publisher: Now Publishers Inc

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Outlines and explains a recent computational method that solves free boundary problems by reducing them into a sequence of fixed boundary problems which are rel

Language: en
Pages: 236

Free Boundary Problems

Authors: J I Diaz

Categories: Mathematics

Type: BOOK - Published: 1995-04-04 - Publisher: CRC Press

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This research note consists of selected contributions from the 1993 International Conference on "Free Boundary Problems: Theory and Applications." These represe