The analysis of the finite difference schemes with nonuniform meshes for the problems of partial differential equations is extremely rare even for very simple problems and even for the method of fully ...

This is a preview. Log in through your library . Abstract The most effective allocation of accident investigation resources requires knowledge of the overall uncertainty in a set of calculations based ...

A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...