Ray methods for Free Boundary Problems
暂无分享,去创建一个
[1] J. B. Keller,et al. American options on assets with dividends near expiry , 2002 .
[2] J. Crank. Free and moving boundary problems , 1984 .
[3] J. R. King,et al. The mesa problem: diffusion patterns for ut=⊇. (um⊇u) as m→+∞ , 1986 .
[4] Rachel Kuske,et al. Optimal exercise boundary for an American put option , 1998 .
[5] Morton E. Gurtin,et al. Thermodynamics and the supercritical Stefan equations with nucleations , 1994 .
[6] W. Kath,et al. Waiting‐Time Behavior in a Nonlinear Diffusion Equation , 1982 .
[7] George Esq. Green,et al. On the Motion of Waves in a variable canal of small depth and width , 1838 .
[8] W. D. Evans,et al. PARTIAL DIFFERENTIAL EQUATIONS , 1941 .
[9] J. King. EXACT MULTIDIMENSIONAL SOLUTIONS TO SOME NONLINEAR DIFFUSION EQUATIONS , 1993 .
[10] Sam Howison,et al. Asymptotic behavior of solutions to the Stefan problem with a kinetic condition at the free boundary , 1989, The Journal of the Australian Mathematical Society. Series B. Applied Mathematics.
[11] K. A. Rathjen,et al. Two-dimensional solidification in a corner , 1970 .
[12] P. Wilmott,et al. The Mathematics of Financial Derivatives: Preface , 1995 .
[13] Xinfu Chen,et al. A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options , 2007, SIAM J. Math. Anal..
[14] A. Soward,et al. A unified approach to Stefan’s problem for spheres and cylinders , 1980, Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences.
[15] K. Stewartson,et al. On Stefan’s problem for spheres , 1976, Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences.
[16] Charles Knessl. Asymptotic analysis of the American call option with dividends , 2002, European Journal of Applied Mathematics.
[17] Donald G. Aronson,et al. Limit behaviour of focusing solutions to nonlinear diffusions , 1998 .