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) |
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.